Welcome to Ringworld, an intermediate step between Dyson Spheres and planets. Ninety-three million miles in radius - the equivalent of one Earth orbit or 600 miles long - 1,000 meters thick, and much sturdier than a Dyson sphere.
What other advantages are there to this world? The gravitational force created by a rotation on its axis of 770 miles per second means no need for a roof. Walls 1,000 miles high at each rim will let in the sun and prevent much air from escaping.
Larry Niven's novel Ringworld is the winner of the 1970 Hugo Award for Best Novel, the 1970 Nebula Award for Best Novel, and the 1972 Ditmars, an Australian award for Best International Science Fiction.