The Sun is a huge source of low-cost energy. It would thus be a good idea to build huge solar collectors in close orbit around the Sun inside the orbit of Mercury. This proximity to the Sun would make them much more performant and thus cost-effective.
The proximity to the Sun would also be a great opportunity for the study of the solar wind, solar cycles, sunspots, etc. It would also be a good idea to monitor solar activity and warn the inner solar system in time of a major sunstorm.