The largest planets in our own solar system are the gas giants Jupiter and Saturn, out at distances of 5.2 AU and 9.5 AU, where 1 AU (astronomical unit) = the distance from the Earth to the Sun. We have just started to detect extrasolar planets, by the wobble they cause in the orbit of their parent star, and in some cases by direct occultation. Naturally, only the largest planets have so far been detected.

The surprising thing is that many of them are not at comparable distances to our own giants, but very close in: nearer than the orbit of Mercury (0.4 AU). These planets are called hot Jupiters because their proximity to their sun gives them an immense surface temperature, 900 K or more. Their periods of orbit are comparably tiny, only a few days. (Mercury's period is 88 days.)

The first one discovered (in 1995) is called 51 Peg B, orbiting the star 51 Pegasi. One called HD209458b has been observed in transit across its parent, allowing its radius to be estimated at 1.4 RJ, mass 0.7 MJ, and with a period of 3.5 days. (This notation "RJ" and "MJ" comparing it to Jupiter is from a website; I presume in print they would be notated 1.4 RJ and 0.7 MJ.) About 75 planets have now been discovered, of which about 40% are hot Jupiters.

These are true planets, or exoplanets as extrasolar ones are sometimes called, with no nuclear reactions of their own; however, the intense radiation of the star impinging on their atmosphere heats them to the point where their radiative spectrum is detectable from Earth-based telescopes. A Jupiter-sized planet at 900 K is 10-4 times as bright as the Sun at the 2.2 mm wavelength: compare this to a cold Jupiter like our own, which is 10-6 times as bright in the thermal infrared and only 10-9 times in the visible and near infrared.

Observation of spectra is done in an interferometer, exploiting the fact that the intensity ratios are different at different wavelengths. At longer wavelengths the ratio is not as high, so the fringe position or apparent centre of light from the system is slightly nearer the planet. The wavelengths used are between 1.5 and 5.0 mm.

The star Gliese 229 (or GL229) has a near companion that has been identified as a brown dwarf. For these the wavelengths between 1.5 and 2.4 µm would be more revealing.

Future space-based telescopes will have the ability to make finer resolutions, and analyse their atmospheres, giving chemical details of the gases composing them, whether they form clouds, and so on. News flash! On 27 November it was announced this has now been done: see Exoplanet Atmosphere Analysis.

Some theories suggest that large planets formed in the outer solar system, like our own Jovians, and spiralled in, sucking up the accretion disk of the star. This makes it less likely that Earth-like planets would also have survived in the intermediate ranges. The spiralling inward could have stopped in one of two ways, it is suggested. Either the star could have swept clean its own inner region, leaving no debris for the approaching planet to lose momentum to; or the approach could have caused tidal bumps in the star, with a resultant gravitational interaction locking the two into a more harmonious orbit. Other scientists deny that the planets need have formed far out.

The origin of the planet affects their composition. One that formed in distant space would have light components such as water, initially frozen, then as it approached it could have enough gravity to retain these despite the heat. But if it formed where it now is it would be largely metallic.

Sources:
http://huey.jpl.nasa.gov/keck/publicWWW/science/hot-jupiters.html
http://www.aas.org/publications/baas/v32n3/dps2000/565.htm
http://www.sciam.com/1196issue/1196scicit1.html
The first has good pictures and graphs.