The reason they don't just blast off into space, then decide "let's go over there" is because of fuel. In a car on earth, it is fairly easy to stop the car and go in the reverse direction. But for a spacecraft , doing something like this would take a ridiculously large amount of fuel.
Wikipedia's page is pretty good:
http://en.wikipedia.org/wiki/Rocket especially useful is the stuff about the delta-v capacity.
\Delta v = \nu_e \ ln( \frac{m_0}{m_1} )
Where delta-v is the change in velocity which can be achieved, given that the spaceship initially has m_0 total mass, and later has m_1 total mass (due to propellant being propelled into space). And \nu_e is the effective exhaust velocity (of the order of a few thousand m/s).
So what the equation tells us is that a significant fractional loss of the spaceship's total mass is required to change the spaceship's velocity by a few thousand m/s. Now this might sound like a great speed, but considering that the distance from the Earth to the sun is of the order 10^12 m, this means that a few thousand m/s is the kind of speed which we expect our spaceship to go at.
So this means that turning our spaceship round mid-flight would require a large fraction of its total mass to be used as propellant. So we could only imagine being able to do this once (even once might be too difficult).
If the total payload of the spaceship was zero (i.e. any of it could effectively be used as propellant), then there would be no problem. But obviously, this is not true, since we at least want the spaceship to take photos of planets, e.t.c. and some of the spaceship's weight will be its hull.
So using rockets, we simply aren't able to travel the solar system on the fly. They must plan the journey beforehand, so the change in velocity is as small as possible during the 'space journey'. Also, they can use the gravitational pull of planets in calculations, so that some of the change in velocity is given 'for free' by the gravitational pull of the planets.