I didn't able to get the filled sphere on the window through the following code:
If I replace GLU_FILL with GLU_LINE it gives the outlined sphere.
GLUquadricObj *pobjQuad = gluNewQuadric();
gluSphere(pobjQuad, 300.0f, 30, 30);
It would be more appropriate to post this question in the Beginners section.
Regarding your problem, have you checked the orientation of the generated triangles in GLU_FILL mode (gluQuadricOrientation) to make sure that they're not culled? Do you have any texture unit activated while drawing?