When you come right down to it, most of our energy sources are solar energy in disguise. Coal, oil, and natural gas were formed when plants stored the sun's energy in their biomass and then decomposed. Hydroelectricity is available when water is flowing downhill, and we force it to turn our turbines; but that water was transported to the top of the hill when it was evaporated by sunlight, and fell back down from the sky. Wind exists on Earth only because of local variations in temperature, caused (for the most part) by sunlight. And, of course, solar panels directly harvest the sun's energy. In fact, the only sources of power I can think of that don't originate from the sun are nuclear power and (arguably) geothermal.
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However, as time wears on, our energy demands will tend to grow exponentially. Some guy made what's called the Kardashev Scale, which classifies how "advanced" a civilization is based on how much energy it can produce. To quote wikipedia, "a Type I civilization has achieved mastery of the resources of its home planet, Type II of its solar system, and Type III of its galaxy." We are estimated to have a rating of 0.72. Looking at the plot, which is on a logarithmic scale, our energy development over time is a straight line, which indicates exponential growth. Extrapolating from the data in just the last 110 years, it will take another 200 years or more to reach a rating of 1. Let's work on that, everybody.
EDIT: So on the Kardashev Scale, a Type 2 civilization will use roughly the energy output of an entire star. Freeman Dyson imagined what is now called a Dyson Sphere, a shell around a star that collects all the energy from that star. Dyson spheres have a few problems, though: If you build a solid shell around the star, then it wouldn't interact gravitationally with the star, and the two would slowly drift apart until they collided. If, instead, you build a swarm of space ships that orbits the star, then occasionally one would block the sun from the other. As you increase the number of spaceships, this happens more and more, until it becomes almost impossible to harvest all the star's energy.