I myself have dreamed up a structure intermediate between Dyson spheres and planets. Build a ring 93 million miles in radius - one Earth orbit - around the sun. If we have the mass of Jupiter to work with, and if we make it a thousand miles wide, we get a thickness of about a thousand feet for the base. And it has advantages. The Ringworld will be much sturdier than a Dyson sphere. We can spin it on its axis for gravity. A rotation speed of 770 m/s will give us a gravity of one Earth normal. We wouldn't even need to roof it over. Place walls one thousand miles high at each edge, facing the sun. Very little air will leak over the edges. Lord knows the thing is roomy enough. With three million times the surface area of the Earth, it will be some time before anyone complains of the crowding.