First of all, not all planets have either surfaces to stand on ( Jupiter, Saturn, Uranus, Neptune) or atmospheres to diffuse the light as the Earth has ( Mercury, Pluto) or have atmospheres the same density as the Earth ( Venus, Mars). So comparisons are difficult. What I can tell you is how bright the Sun would be relative to what we see on the Earth and this controls the total energy reaching the planet just above its cloud tops.
distance Insolation 'sky' brightness Sun Mag
Mercury 0.38 6.9 3.4 stlb -30
Venus 0.72 1.9 1.0 -28.7
Earth 1.00 1.0 0.4 -28
Mars 1.5 1/2.2 0.2 -27.1
Jupiter 5.2 1/27 0.02 -24.4
Saturn 9.5 1/90 0.005 -23.1
Uranus 19.2 1/368 0.0013 -21.6
Neptune 30.0 1/900 0.0005 -20.6
Pluto 39.4 1/1552 0.0003 -20.0
The insolation is just 1/distance^2 relative to Earth. So, Mercury receives
nearly 7 times the solar energy as the Earth. Pluto receives 1552 times less.
The sky brightness is the typical blue sky brightness on the Earth in daytime,
so if the planets had the same atmosphere as the Earth, this column would be
about how bright their skys would be. Note, overcast noon sky is about 0.2
stlb units, and the Sun just below the horizon gives a sky brightness of 0.01
stlb similar to Jupiter. At the end of nautical twilight when the Sun is 12
degrees below the horizon, the sky is 0.0001 stlb about what we might expect
out by Pluto. However, for planets with no atmosphere, the sky will be
perfectly black day and night, except for a single bright star...the Sun. Even
at mercury you can see stars and black sky at high noon, its just that the
Sun's disk would be 7 times brighter, which would not be very noticeable. The
Full moon has an apparent visual magnitude of -18.0, so out by Pluto, the Sun
would be 2 magnitudes brighter than the Full Moon, but its disk would be only
1 arcminute in diameter or less, and would not be discernable to the human
eye.