> Where's always sunny 24hr/day all year around?
The aggregate combination of the Sahara, the Gobi, and the Great Australian desert, Arizona, the Namib, the Atacama Desert.
> How much will it cost to build all this + transmission cables for all this power without big energy loss?
For a 1Ω resistance over the entire grid, assuming it was made of aluminium, 40,000 km long, material cost is about $239 billion.
(But on this scale the number is essentially imaginary, as the real answer is "how much do governments value the opportunity cost of the other things they could get people to do other than make a factory to make aluminium").