prologos:
The idea is too, to beam the captured energy onto further colonized bodies, it would be h-- to live with no shade, sunlight coming and going. yes, the star/collector would still have to maintain a heat balance. but, build them and they will come, look at this planet.
It doesn't have to be hell since the distance from the parent star can be calculated to the point where the temperature would be modest.
Shade can also be provided when clouds form (they only need a few miles of atmosphere to do so). If you were to need artificial shade it can be provided by orbiting parasols above the ringworld/Dyson sphere.