Why are ALL planets round?

I know about gravity and how it pulls stuff towards the center but... Why are ALL planets round? Why does there never seem to be a weird looking planet that isn't that spherical. Sure planets aren't completely round but they are still spherical shaped. Why can't planets turn out to be shaped like a let's say...Asteroid. If there are any planets that aren't shaped spherical please tell me. If there aren't please give me a reason why they are the way they are.