i dont know, just think it would be cool to see such a star system. I agree with the current theory of planetary creation from the roating disks of gas, but thats not to say that something couldn't knock a planet formed this way off course.
other possible ways for such a star system to happen would be... possilby merging of galaxies, if two star systems came to close at the right angles. or rougue planets being caught by a star's gravity. Think of how the LCROSS is orbiting the earth-moon system...that is roughly perpendicular to the plane in which the planets orbit the sun. again, this would require the right angels, and right masses of planets, stars for this to happen. Either way if such galxies do exist they would be the odballs, but much more interesting.
Also, it would be interesting to see star systems with multiple planets sharing the same orbit. (like how kepler shares earths orbit around the sun, trailing earth)
and maybe star systems with two planets orbiting eachother, orbiting the star. if both the planets were the same size, i don't know if they would still consider one of them a moon? but it doesn't seem impossible, as there are systems with multiple stars orbiting eachother.