The one factual error in Neal's post regards the eccentricity of Neptune's orbit. As any student of physics knows, all orbits are elliptical--there is no such thing as a perfectly circular orbit--and the question is just how eccentric the ellipse is.
For example, Earth's orbit is highly circular; it is very non-eccentric. The orbit of Halley's Comet is highly eccentric; it is elongated.
For planets with highly circular orbits--orbits with low eccentricity--the variation in distance from star to planet will not have any serious effect on the planet's climate. Neptune's orbit is not very eccentric.
Pluto is no longer considered a planet, but its orbit is eccentric enough that its climate would be effected by it--if by "effected" you mean a difference of a few degrees. Considering how far Pluto is from the sun, it could probably stand a few hundred degrees of global warming, but it's not likely to get that before the sun becomes a red giant.
So what does it mean if Neptune is warming, as well as Mars and Earth? What do we know about the temperatures of the other planets? Are they, too, warming? Or is the big coincidence now a three-way coincidence? Is Neptune's warming due to yet another mechanism, one different from Earth's and Mars'?
Heh. This is fun.