I'm not so sure. You'd be surprised how much energy we already consume compared to the solar energy received by the earth. At some point the waste heat will become a problem: http://news.ycombinator.com/item?id=2985303
And if we exploit available nuclear fusion and fission, we could generate more waste heat than the total energy available from the Sun. At this point we'd have no other place to dump heat but outer space itself.
Of course, by this time it would be energy-cheap to expand beyond Earth.