Answer:
Assuming this is an Astronomy question, rather than an Astrology one, the term 'heavenly bodies' could refer to a number of different things. The short list (and I may forget something, if so please feel free to add to it) looks like this:
-Planets: a celestial body orbiting a star; that is massive enough to become round because of its own gravity, is not massive enough to cause thermonuclear fusion, and has cleared its neighboring region of planetesimals.
-Dwarf Planets: These are objects that are almost planets, but fail to meet one of the defining characteristics. This includes Pluto, Ceres, Sedna, and other objects mostly found in the Main Asteroid Belt or Kuiper Belt;
-Asteroids: Rocks of varying size left over from the creation of a given solar system;
-Comets: Masses composed of a mix of ice and rock, also left over from the creation of a given solar system but originating farther from the host star than asteroids;
-Satellites/Moons: A smaller body which orbits a planet;
-Stars: Giant balls of gas which produce light, heat, and the rest of the electromagnetic spectrum within furnaces which use Hydrogen (or other materials, based on their stage of life) in nuclear fusion reactions to create heavier elements;
-Protostars: Stars which have not, and in some cases will not, accumulate enough matter to begin nuclear fusion processes;
-Nebulae: Clouds of dust and gas in space which serve as the birthplace of stars, the remains of a dying star, or both;
-Galaxies: Massive structures which can house at least millions of each of the above celestial objects.
I'm calling this a 'short list' because each of the above objects come in a variety of sizes and styles, each with their own title. I also omitted objects not visible at all, such as Black Holes; as well as groupings, such as galaxy clusters and superclusters.