We should build a Dyson Sphere. It might take 100,000 years, and it might take more engineering knowhow than we currently would consider possible to attain, but I think we could eventually do it. We're humans - solving impossible problems is what we do best. Bickering over little problems is what we do when we're not solving impossible ones.
Where do you plan to get the materials for the Dyson Sphere? :-)
There isn't enough matter in the solar system, outside of mining the sun, to construct one.
Eventually, perhaps...but by the time we've solved the problems that stand in the way of building a Dyson sphere, we'll probably have easier, better ways of generating cheap energy than using a Dyson sphere.