What's bigger than a Dyson sphere? Dan Alderson, designer of the Alderson Double Dyson Sphere, now brings you the Alderson Disc. The shape is that of a phonograph record, with a sun situated in the little hole. The radius is about that of the orbit of Mars or Jupiter. Thickness: a few thousand miles.
Gravity is uniformly vertical to the surface (freshman physics again) except for edge effects.. Engineers do have to worry about edge effects; so we'll build a thousand-mile wall around the inner well to keep the atmosphere from drifting into the sun. The outer edge will take care of itself.
This thing is massive. It weighs far more than the sun. We ignore problems of structural strength. Please note that we can inhabit both sides of the structure.
The sun will always be on the horizon, unless we bob it, which we do. (This time it is the sun that does the bobbing.) Now it is always dawn, or dusk, or night.
The Disc would be a wonderful place to stage a Gothic or a swords-and-sorcery novel. The atmosphere is right, and there are real monsters. Consider: we can occupy only a part of the Disc the right distance from the sun. We might as well share the Disc and the cost of its construction with aliens from hotter or colder climes. Mercurians and Venusians nearer the sun, Martians out toward the rim, aliens from other stars living wherever it suits them best. Over the tens of thousands of years, mutations and adaptations would migrate across the sparsely settled borders. If civilization should fall, things could get eerie and interesting.