Are planeswalkers permanents?

This is kind of a follow up to my query about planeswalkers & colors. My roommates/mtg buddies are operating under the logic that a planeswalker is treated as a player while on the battlefield, and a permanent when in hand, in the library, or in graveyard. So what's the deal? Is or isn't a planeswalker a permanent whilst in play? And can it be targeted/destroyed as such?