Is there any planet/star bigger than VY Canis Majoris?

Stars
Estimates on the size of stars are just that, estimates, and estimates based on rather fuzzy observations. VY Canis Majoris has been bumped down to size. The current thinking is that there are seven known stars larger than VY Canis Majoris, the largest of which is UY Scuti.

Current models indicate that the first generation of stars were much, much larger than anything we see now. It will be quite some time before we can resolve a first generation star. So far, they are just theoretical objects.

Planets
Jupiter-mass planets are about as large as a planet can get. There are some exoplanets that are larger than Jupiter, but that's because they orbit much closer to their parent star than does Jupiter. This makes them puff up a bit. The reason Jupiter-mass planets are deemed to be the largest possible is that planets of this mass are presently assumed to have a core of degenerate hydrogen. A funny thing happens to degenerate masses when mass is added to them: They shrink in diameter. (The shrinkage becomes catastrophic as the mass approaches the Chandrasekhar limit.)

This means that assuming all other things are equal (temperature, composition), a planet more massive than Jupiter will be small in diameter than Jupiter is. Even if all other things aren't equal, a Jupiter-diameter planet is (give or take) about as large as planet can get.

Stars
In terms of mass, VY Canis Majoris doesn't even make the top ten, not even close! The most massive known star is R136a1. Again, these are estimates, but mass is a bit easier to pin down than is radius (or diameter).

As is the case with physical extent, the first generation stars are presently modeled as being much, much more massive than anything we see now.

Planets
There's not much difference between the largest planet and the smallest brown dwarf. I would argue there's very little difference. It's a spectrum with no distinguishing characteristic that lets one say "this is a planet" and "that is a brown dwarf". Ignoring the distinction between super-Jupiters and brown dwarfs the largest is about 80 Jupiter masses. V1581 Cygni C is 79 Jupiter masses. (More massive than that and they start burning hydrogen, thus making them a small red dwarf.)

The current factor that is used to distinguish between brown dwarfs and super Jupiters is mass. Anything larger than 13 Jupiter masses is a brown dwarf, anything smaller, a planet. That boundary is very arbitrary.