The planets in closest to us in our solar system are technically the only planets that are not exoplanets. An exoplanet is any planet that does not orbit the Sun. They are far away and orbit stars millions of miles from us.
Currently, there are almost four thousand know exoplanets. Unfortunately, very few are located near our Solar System. The local region is based on 32.6 light years and only 57 exoplanets have been confirmed by the NASA Exoplanet Archive in this region. The chances of us visiting any in our lifetimes are slim. Even at the speed of light, it would be a 30-year adventure!
We find exoplanets by looking for 'wobbly' stars. In our most powerful telescopes, we can notice a star that doesn't orbit perfectly around its own center of gravity. The off-center orbit is caused by the pull of the exoplanet's gravity. We see this as the star wobbling when seen from Earth. The Kepler telescope launch in 2009 has made finding exoplanets easier. Kepler uses the transit method to detect exoplanets. The telescope is so powerful it can notice the faint dimness when a planet passes in front of a star. This causes the star to dim and we can then determine the size of the planet and its orbit. Kepler has been essential to finding planets in the habitable zone.
NASA has also begun its NExSS program. NExSS is The Nexus for Exoplanet System Science. The group will bring together experts in Earth science, planetary science, heliophysics and astrophysics to get a better understanding of how life might emerge and develop around distant stars.
To date, NExSS has found 10 planets that could host life. These are planets that are in the ‘habitable zone’. Many are super-Earths and quite larger than our home. They are all very far away, the closest being about 20 light years away. Currently, Kepler 186-f appears to be the closest thing to Earth. Unfortunately, the journey is 490 light years.
The Kepler Telescope Mission - https://www.nasa.gov/mission_pages/kepler/main/index.html
Exoplanets: Worlds Beyond Our Own - https://www.space.com/17738-exoplanets.html
The Planetary Society - http://www.planetary.org/explore/projects/exoplanets/