Another habitable zone calculator:
http://depts.washington.edu/naivpl/sites/default/files/HZ_Calc.htmlIncludes nice informative pictures, although it's not as interactive as Orb's.
The inner limit is for minimal greenhouse effect, the outer conversely. This means that you wouldn't have an ice planet at the outer limit.
The calculations used do not factor cloud cover effects, which act to stabilise the temperature, so you may actually make the planets a bit closer than the inner limit.
Everything else should be self-explanatory, but by all means let us know if something's unclear.
The accompanying paper:
http://arxiv.org/abs/1301.6674A good read, if you like the guts of science. If nothing else, read the conclusions and graphs.
Rocky planets are considered to have up to 10 Earth masses. The transition to a gaseous planet is not a sharp one, but 10 E_m is a good rule of thumb to go by.
Remember that volume is proportional to the third power of the radius, so 10 E_m corresponds to barely above 2 Earth radii, assuming constant density.
As for the density itself, there appears to be a relationship with radius, where smaller planets are generally more dense.
This article
http://arxiv.org/pdf/1307.1649v1.pdf (it's not a very good one, but it's the only one I've found on short notice) analyses this kind of relationships. Fig.4 graphs radius-density.
A bright white, Vigorous star
Class FV, ~7500K surface temperature. Say, 4 times as luminous as the Sun.
You could use an AV star, as they are much more white and hot, but the calculator might be off for values above F class stars. Also, A stars die fast, meaning no native life forms.
Inner Cauldron (inner orbit)
Primary Biosphere (Goldilocks zone)
Outer Reaches (outer orbit)
The calc will give you ~1.5-3 AU as the habitability zone. Place the planets accordingly.
Large, arid "Normal"- roughly earth-standard gravity- Burning Inhospitable planet, with a Lesser Moon
Small and Dense High Gravity Hot planet
Use the simple relationship between size, gravity and density: g~ρ*R
so half the radius means half the gravity, unless it's twice the density(use Earth as the baseline). Watch out with the densities, so that you don't set them too high. A small, mostly nickel-iron planet seems perfectly feasible, but a huge globe of palladium or gold - much less so.
Gas Giant (Gas Dwarf), weak gravity for a Gas Giant
Make it somewhere between 5 and 10 Earth radii, as these planets appear to have low densities(the second paper, fig.4).
For comparison, Uranus is 4 E_radii, Saturn is 10. Again, keep in mind the relationship above.
Large and Dense High Gravity Inhospitable Ice planet, orbited by a Large Moon with "Normal" gravity which is also a Cold World, and a Lesser moon
Vast High Gravity Inhospitable Ice planet, orbited by a Large Asteroid and a Lesser Moon
Place these farther than the habitable zone, or at the outer edge of it, as without greenhouse effects they would become ice worlds there too.
As mentioned by Orb, outer edges of a stellar systems are thought to breed larger(so, gaseous) planets. Don't place them too far. Some outward migration can be plausible, but don't go overboard.
This topic is an active field of research, so you can both expect older references to be out of date, and a bit of leeway as to what is actually possible.