What do you build when normal space stations aren't challenging enough anymore? You build megastructures. Generally I consider something a megastructure if it's manufactured at the size of a planet, or larger.
One of the fun themes that a lot of books explore with these, is the engineering and structures outlasting their builders. It allows for world-sized ecosystems to decay in unique ways.
Primus Ecumenicum by Julian Faylona
I tend to like things that have a Ringworld vibe, but are structured differently. The various levels let you have a degree of separation of different environments that you don't necessarily get in other designs. It doesn't hurt that it's pretty.
One of the great things we can do with a static image is imagine it in motion, and maybe our interpretation starts to deviate from the author's original intent.
I love the idea of environment platters being the same size, all rotating around a central axis for day/night cycles.
Planet Printer by Logan Turner
We really have two different megastructures here. The printer, and the planet itself; though based on the image the planet will behave entirely as a normal planet once completed.
Tether Worlds by Julian Faylona
I love the unique design of this. Pyramids in general are so cool, and having the sunlit area be the base of the pyramid, with a smaller pyramid acting as sunlight is something I haven't seen elsewhere.
Halo: Infinite Concept, Broken Ring by Kory Lynn Hubbell
Larry Niven and Ringworld. I love seeing things inspired by it. Mega structures like these are one of the reasons I enjoy the Halo franchise.
Provenance by Julian Faylona
Polaris Engine by Julian Faylona
Starport by Steve Chinhsuan Wang
STAR CITY by JC Jongwon Park
The High Frontier by Angus McKie
I always appreciate the more mechanical nature of older sci fi art; I think we lose some of that with newer art, or at least there isn't enough of a focus on it.
Celestial Loom by Julian Faylona
The Exoship - Personal Work by Craig Smoothy
The Architects of Hyperspace by Ron Walotsky
I always appreciate the more mechanical nature of older sci fi art; I think we lose some of that with newer art, or at least there isn't enough of a focus on it. The stories the various mechanics and engineers could tell would be amazing.
Megastructures Star Lifter 3 by Neil Blevins
For this one, I have to imagine a different scale than I initially see. For whatever reason I see a ship and a micro-star. But this is a full star, and a massive structure designed to harvest stars.
The Forever Wall by Bruce Brenneise
Construction of an artificial planet by Konstantin Petrov
诞 Nativitas by Rui Huang
The Grand Star-Ship of the Empirium (cradle of worlds) by Wilbert Sweet
I hope this has given you some great ideas as to what a truly advanced civilization could build.