  We present evolutionary models for cool brown dwarfs and extra-solar giant
planets. The models reproduce the main trends of observed methane dwarfs in
near-IR color-magnitude diagrams. We also present evolutionary models for
irradiated planets, coupling for the first time irradiated atmosphere profiles
and inner structures. We focus on HD 209458-like systems and show that
irradiation effects can substantially affect the radius of sub-jovian mass
giant planets. Irradiation effects, however, cannot alone explain the large
observed radius of HD 209458b. Adopting assumptions which optimise irradiation
effects and taking into account the extension of the outer atmospheric layers,
we still find $\sim$ 20% discrepancy between observed and theoretical radii. An
extra source of energy seems to be required to explain the observed value of
the first transit planet.
