Celestial bodies
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Epicurus' own views on the various celestial bodies are expounded in his Letter to Pythocles (Ref: Diogenes Laertius), one of the precious few extensive, continuous texts of Epicurean philology extant -- its authenticity, though, is contingent on Diogenes' faithful transmission.
While the topic deserves detailed discussion on the level of physics and astronomy, Epicurus' main motivation in writing this letter seems to have been rather to dispel fears and debunk superstitions, widespread in his era, that celestial bodies either were gods themselves, or that their orbits and gyrations somehow revealed divine will and intention.
It is most probable that, at first, earlier Greek and Roman civilizations identified celestial bodies with the gods quite literally; it is not by chance that the former were named after the latter. Later on, perhaps, when this identification seemed less plausible to a more sophisticated populace, the focus of the public's superstition shifted to ascribing causal powers to celestial bodies, which gave rise to a zodiac/horoscopic culture (e.g. when Mars aligns with such-and-such constellation, the Roman Proconsul to Egypt, who was born under that same constellation, will fall on the battlefield) and to the popular belief that some "chosen ones" (e.g. seers, prophets, oracles, etc.) were possessed of the predictive powers required to prognosticate such outcomes.
Epicureanism is fundamentally antithetical to all such beliefs, holding that all celestial bodies are simply physical, material entities -- no more, no less. It was perhaps with this in mind that Epicurus stationed his vague, ineffable gods in the intermundia ("between worlds") and not on or identified with any particular celestial body or bodies, as such a notion might have sounded dangerously akin to popular superstitions.
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[edit] Sun
Rather amusingly to modern readers, Lucretius echoes the Epicurean belief that the sun is more or less the same size as it appears to those viewing it from Earth. Patently false as the claim may be, it may have perhaps served some rhetorical purpose of belittling our solar system's central celestial body that was held in awe and reverence by virtually all ancient peoples.
