Why are Planets, the Sun and Moons sphere shaped, yet meteors are not [usually]?
Yes, gravitation is part of the reason. Asteroids and meteors are simply not massive enough in order to be greatly affected by their own gravitation. Additionally, much of our spherical shape is due to our own rotation. Like a cook spinning a pizza dough, the centripetal force of rotation causes a spherical shape. In fact, this constant rotation has flattened our planet somewhat– the diameter of the earth at the equator is larger than that of the axis connecting the poles!