Before reaching other planets, all space agencies first sent probes into heliocentric orbit. These probes collected data from the space environment and paved the way for interplanetary missions.
Basically, any rocket sent to any other planet will be in a heliocentric orbit after leaving Earth's sphere of influence.
Near Earth Orbit[]
There are many wrecked or functional probes now in heliocentric orbit: probes from the Soviet Luna and Venera programs or from the USA Pioneer programs. Also, SpaceX sent the first car into heliocentric orbit.
Some of these probes were actually made for a Moon flyby or Moon impact, while others (like STEREO-A and STEREO-B) were designed to orbit the Sun this way. All these missions can be simulated with little fuel consumption. Escaping Earth's sphere of influence requires a little bit more fuel than reaching the Moon.
Near Earth & Return[]
It is possible to send a probe in a heliocentric orbit and then return to Earth. In many cases, this is intended, but there are cases when an interplanetary mission needs to be aborted because of a failed Transfer Window ended up with too much fuel consumption. In this case, mission control will require an orbit course correction, to save the astronauts.
Earth Flyby[]
Currently, NASA and ESA are using Earth gravity assists to get to other planets. Examples include Rosetta, OSIRIS-REx and Juno.
Using multiple Earth flybys can help a player send a rocket towards Venus, Mars or Mercury with less fuel consumption. However, this requires more time and practice.
Some players have proposed complex missions, to visit multiple planets (for example, a flyby of Mercury and Mars). This can be achieved more easy with an Earth gravity assist.
Near Earth Station[]
Even if not many players have tried, it is possible to build a space station that will orbit the Sun on a near Earth trajectory. However, this requires a lot of patience and is very hard to match orbits in the vastness of space.