First: the relative sizes of the orbits are to scale, but not the disks representing the planets and the Sun! The Sun's diameter is about 100 times the Earth's diameter, and -- even more important -- the Earth--Sun distance is about 100 times the Sun's diameter! Try to imagine how this diagram should really appear.
Second: we've represented the orbits as simple circles, that's not quite correct: the Earth's orbit is actually an ellipse, but the deviation from the average-distance circle centered on the Sun never reaches 2%, and would be imperceptible in the diagram above. Mercury, on the other hand, has a quite elliptical orbit, its distance from the Sun varies between 70 and 46 million kilometers . Venus' orbit is very close to a perfect circle of radius 108 million kilometers (varying by at most 1%). Mars' orbit is clearly elliptical, between 249 and 205 million kilometers. It was Kepler's close study of Mars' motion in the sky that led him to conclude that its orbit must be an ellipse -- this later proved to be crucial evidence for Newton's inverse-square law of gravitation.
Third:we have necessarily drawn all the orbits in one plane. Each planet's orbit does indeed lie in a plane through the Sun, but the plane of Mercury's orbit is at 7 degrees to that of the Earth's, that of Venus' orbit at 3.5 degrees, that of Mars' orbit about 2 degrees. This nonplanarity is why the Transit of Venus (Venus as a visible black dot crossing the Sun's surface) is very rare -- if the Earth's orbit and Venus' were in the same plane, it would be a frequent event (how frequent?).
Detailed quantitative planetary information is available at, for example, this site .