We examine the uncertainties in current planetary models and we quantify their impact on the planet cooling histories and mass-radius relationships. These uncertainties include (i) the differences between the various equations of state used to characterize the heavy material thermodynamical properties, (ii) the distribution of heavy elements within planetary interiors, (iii) their chemical composition and (iv) their thermal contribution to the planet evolution. Our models, which include a gaseous H/He envelope, are compared with models of solid, gasless Earth-like planets in order to examine the impact of a gaseous envelope on the cooling and the resulting radius. We find that for a fraction of heavy material larger than 20% of the planet mass, the distribution of the heavy elements in the planet's interior affects substantially the evolution and thus the radius at a given age. For planets with large core mass fractions ($\simgr$ 50%), such as the Neptune-mass transiting planet GJ436b, the contribution of the gravitational and thermal energy from the core to the planet cooling history is not negligible, yielding a $\sim$ 10% effect on the radius after 1 Gyr. We show that the present mass and radius determinations of the massive planet Hat-P-2b require at least 200 $\mearth$ of heavy material in the interior, at the edge of what is currently predicted by the core-accretion model for planet formation. We show that if planets as massive as $\sim$ 25 $\mjup$ can form, as predicted by improved core-accretion models, deuterium is able to burn in the H/He layers above the core, even for core masses as large as $\sim$ 100 $\mearth$. We provide extensive grids of planetary evolution models from 10 $\mearth$ to 10 M$_{\rm Jup}$, with various fractions of heavy elements.