Neptune,Saturn,Mars,Uranus,Venus,Jupiter,Earth and Mercury.
I've never heard it referred to as the "components" of the solar system, but the term components seem to imply what makes up the solar system. The best answer I can think of would be to start with the Sun. A solar system wouldn't exist if there wasn't a star for the other components to orbit around. Next would be the planets - there are the rocky planets - Mercury, Venus, Earth and Mars in the inner solar system, the gas giants Jupiter and Saturn and the ice giants Uranus and Neptune in the outer solar system. After the planets would be the moons of the planets - Jupiter, Saturn and Neptune all have moons that are about the same size or larger than the Earth's moon as well as many smaller ones. After the moons would be the asteroids between Mars and Jupiter. These are remnants that couldn't form into planets billions of years ago because of the gravitational forces caused by Jupiter and the sun, and the most famous and largest are Ceres - now classified as a dwarf planet, and Vesta of which the Dawn space probe will enter into orbit around Vesta in 2011 and then Ceres in about 2015. Then would be the dwarf planets - Ceres, Pluto and Eris, where Pluto and Eris are in the farthest reaches of the solar system. After the dwarf planets would be the Kuiper Belt objects, of which Pluto and Eris are the largest of these objects, but there are many thousands of smaller objects ranging from less than 10 miles in diameter up to 200 or so miles in diameter. (Both Pluto and Eris are both about 1,400 miles in diameter and there may be more out here just waiting to be discovered) And another component would be the comets which are all over the place, but mostly come from the outer fringes of the solar system, perhaps another zone would be the Oort cloud that lies beyond the Kuiper belt. Comets coming from there come in close to the sun once in hundreds to many thousands of years, while others are orbiting around amongst the planets and regularly come in close to the sun such as Halley's Comet, due to return to the inner solar system in mid 2061 (from Wikipedia) Also, while the Oort cloud may also be a component of the solar system, it isn't a major one as its existance is mostly theoretical right now.