Surrounding the planet with white blur kinda works, but the rouble is that it also reaches to the shadow side, which is sort of unrealistic.
Here's what I do... When I get everything else sorted out onto it's place - surface, clouds, shadow - I choose "Copy Visible" or whatever it is in English version of GIMP. That copies what is currently visible - a sharp-edged planet, that is - onto clipboard.
Then I create a new layer behind th esurface layer and paste the clipboard information there. Then I Gaussian Blur this layer on about 50-100 strength, depending on thickness and density of the atmosphere. There is the surrounding atmosphere you're looking for.
It does not hinder the visible part of the planet, because it's behind the surface layer. However, it reaches some distance away from the edge, making a low opaque atmosphere which is roughly the same colour as the planet.
If I want to get some atmospheric effect onto the surface also and not just edges, I duplicate this same layer, move it just behind the shadow layer - meaning that it is over the cloud level - and set the layer mode to Soft Light. That does an interesting effect, for example in that Mars picture it made the clouds more dusty yellow. Tryi with this kind of things yourself... I've noticed that it's very very hard to set up a good-looking uniform colour blurred atmosphere. Though I would suggest trying making a circular gradient field that is most transparent at the middle and gets thicker going towards the edges... Choose a colour that fits the composition of planet's atmosphere. Then blur this layer and place it on top of cloud layer, and adjust the colours and opacity of the layer until you get good results.
Earth atmosphere is sky blue, Mars atmosphere is probably bluish grey in reality... though it's so sparse that it hardly has much colour into it. Titan should have thick, orange-ish atmosphere. Try different styles, but I use the technique I mentioned first, it's fast, simple and gives satisfactory results.