What stars or planets are bigger than the Sun?

As for planets, to start with, since that is the simplest question to answer, no planet could ever be larger than the Sun or even close to the Sun's size. A planet becomes a "brown dwarf" at roughly 13 times the mass of Jupiter, which are essentially very small stars because fusion starts at this point. Therefore, the largest planet by mass could only be roughly 12 times the mass of Jupiter, since the Sun is roughly 1000 times the mass of Jupiter.

We refer to the sun as a yellow dwarf star, even though it is larger than 90% of the Milky Way's stars. Brown, red (which make up 75% of all known stars), orange, and white dwarfs would all be smaller than the sun, though some white dwarfs might be more massive. Neutron stars would be much denser than the sun, but much smaller in volume.

Larger than our sun, sub giants, giants, and hyper giants would be less common, but they would include almost all stars that are visible to the unaided eye (the closest star to our solar system is actually a red dwarf that is 4 light years away and so dim it is not visible to the unaided eye).

There are billions of stars larger than our Sun, far too many to even begin to list, even though only 10% of stars are larger than our Sun.

There are stars larger than our Sun, like Betelgeuse, Antares, and Mu Cephei. There are no planets larger than our Sun either.