From what I understand, current theory is that most planets form from an accretion disk early in a star's own formation, dust and gas coalescing into planets on a consistent plane.
It's not impossible to have orbits at other inclinations, for instance comets which form far out beyond the normal area we think of as the solar system, the Oort cloud, come in at high inclinations, in highly elliptical orbit off the equatorial orbital plane. You see this in ring systems as well. you don't always see it with moons because moons often seem to be captured gravitationally by planets as they clear their orbit of other bodies (part of the current IAU definition of a planet) . Pluto is not on the orbital plane, which is a good sign that its origin is a bit different from the regular 8 planets that formed along the accretion disk. It's a large Trans-neptunian object with its own orbit influenced by Neptune. It's not impossible to orbit the sun in a polar orbit, either, though I don't know anything beyond a couple of probes have been shown to do that.