The Moon is 0.0026 ± 0.0001 AU from the Earth
Mercury is 0.39 ± 0.09 AU from the Sun
Venus is 0.72 ± 0.01 AU from the Sun
The Earth is 1.00 ± 0.02 AU from the Sun
Mars is 1.52 ± 0.14 AU from the Sun
Ceres is 2.77 ± 0.22 AU from the Sun
Jupiter is 5.20 ± 0.25 AU from the Sun
Saturn is 9.58 ± 0.53 AU from the Sun
Uranus is 19.23 ± 0.85 AU from the Sun
The New Horizons spacecraft is about 22 AU from the Sun (as of 2012), as it makes its way to Pluto for a flyby.
Neptune is 30.10 ± 0.34 AU from the Sun
The Kuiper belt begins at roughly 30 AU 
Pluto is 39.3 ± 9.6 AU from the Sun
Beginning of the scattered disk at 45 AU (10 AU overlap with Kuiper Belt)
Ending of Kuiper belt at 50-55 AU
Eris is 68.01 ± 29.64 AU from the Sun
90377 Sedna is currently (as of 2012) about 87 AU from the Sun
94 AU: termination shock between solar winds/interstellar winds/interstellar medium
96.7 AU: the distance of dwarf planet Eris from the Sun, as of 2009. Eris and its moon are currently the most distant known objects in the Solar System apart from long-period comets and space probes.
100 AU: heliosheath
122 AU: as of September 2012, Voyager 1 is the furthest human-made object from the Sun; it is currently traveling at about 3½ AU/yr.
100-1000 AU: mostly populated by objects from the scattered disc
1000-3000 AU: beginning of Hills cloud/inner Oort cloud
20,000 AU: ending of Hills cloud/inner Oort cloud, beginning of outer Oort cloud
50,000 AU: possible closest estimate of the outer Oort cloud limits (0.8 ly)
100,000 AU: possible farthest estimate of the outer Oort cloud limits (1.6 ly)
230,000 AU: maximum extent of influence of the Sun's gravitational field (Hill/Roche sphere)—beyond this is true interstellar medium. This distance is 1.1 parsecs (3.6 light-years).
Proxima Centauri (the nearest star to Earth, excluding the Sun) is ~268 000 AU from the Sun