It also depends on the ability to retain the water after collision. Venus can't, because it's far too hot, and therefore all water that did exist will have long since evaporated. Mars' gravity is, I think, usually held to be too weak to retain an atmosphere, so again there would be little to stop most (if not all) water escaping.
Uranus and Neptune both have a great deal of water in the form of ice. Several moons of Jupiter and Saturn also have a lot of water.
I think, in the end, the comet origin theory is the best-supported.