If the asteroids had just pulled together by collecting they would not be solid.  There was other planets that must have collided and formed the asteroid belt.  As for comets though, they are pulling themselves together from all sorts of materials.  Most from outside our system.  A close look at one should give us a look into what is in the space between the solar systems.  It had better be our goal to put a recording telemetry device on one that had a short cycle and have telephoto equipment on as well.  We could hitch hike a ride out to the edge of our solar system.