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Was also a major plot point in one of my favorite Star Trek TNG episodes, where Scotty and Geordi have to figure out a way to escape a Dyson sphere: http://en.wikipedia.org/wiki/Relics_(Star_Trek:_The_Next_Gen...

One neat small thing in the episode is that a Dyson sphere is such a massive, almost incomprehensibly large and complex creation that even the people of Star Trek's 24th century were in awe of whatever civilization created it. See: https://www.youtube.com/watch?v=ECLvFLkvY7Y

In the present plot of Star Trek Online there is also a dyson sphere featured, flying around it is pretty sweet.

http://sto.gamepedia.com/Solanae_Dyson_Sphere

Also see RingWorld (http://en.wikipedia.org/wiki/Ringworld), a classic Sci-Fi novel about a structure that is an intermediate stage to a Dyson Sphere (a ring instead of a sphere).

Just a step on the ladder:

https://en.wikipedia.org/wiki/Kardashev_scale