According to some rough calculations I just did, the sun is actually capable of supporting a biosphere contained in a Dyson Sphere equivalent to 8,861,225,912 earths comfortably for several billion years.
That represents a human population of 6.2*10^19 human beings, plus all the plant and animal life to have a stable biosphere, and with a living standard far greater than our own here on earth today.
These numbers were obtained by finding the surface area of a sphere with radius 1 astronomical unit in kilometers. Then I divided by the surface area of the earth's disk(a circle, because this represents the percentage of the sun's light we recieve.)
This gave the number of "earths" the sun can support. Since the disk is equal to 1/4 of the earth's actual surface area, this just means the dyson spere can be constructed "thick enough," perhaps a couple kilometers thick, to support human population and the biosphere of an entire planet on 1/4 the surface area. Imagine America stacked on top of itself several times. Or essentially just a solid sphere of arcology.
After I had found the 8861225912 earths number, I then assumed a population of 7 billion for earth.
With the degree of forward planning I would suggest, things are planned so perfectly that there is almost never energy waste in any fashion whatsoever. The Sphere is designed with the maximum human population in mind from the beginning, and is done modularly anyway, so that if there is any oversight, it can simply be worked around (build from the inside out, for example.)
This means constructing transport mechanisms to handle future loads. Since all of the energy comes from the sun's radiation and ejecta (plus possibly fusion and/or anti-matter annihilation of those materials collected from this radiation and ejecta,) transportation of materials is primarily for the basis of supporting life, maintaining the dyson sphere, and maintaining the transport mechanisms.
Long before the Dyson Sphere is actually completed, 99.99% of all manual labor and materials transport will be done by specialized autonomous robots (non-self aware) and ROVs, as well as other transport mechanisms I have previously described in other posts.
The materials for construction of this come primarily from the asteriods, planets, dwarf planets, moons, and comets in the solar system. Once a framework of 3 interlocking Dyson Rings is constructed, these can be used to collect materials from the Sun which are then used to fill in the intervening spaces, working from the inner layers outward.
Of course, we would still want to expand to other stars relatively quickly to minimize the chance of death to civilization through catastrophism. By the time a Dyson Sphere (or the closest possible thing, such as Dyson Swarm;) by the time its actually completed, humans would already have populations on several other star-systems, and possibly even be starting several other Dyson Megastructures.