Oooo, I love this topic, allow me to add something to this here.
On constructing the dyson sphere (or swarm, which ever you prefer), one has to remember that not all of the mass in the solar system would be suitable for building. Most of the matter in the solar system is hydrogen, with Jupiter being more massive then all of the planets in the solar system combined. So, the Dyson sphere itself will not be as massive as some think.
The entire mass of all the planets in the solar system is estimated to be about only .135% of that of the entire solar system, with the Sun being the bulk of that. Jupiter is about 90% hydrogen, and so as such is unusable for building. Most of the usable material would come from the 4 inner planets, whose combined mass is calculated to be about 1.11822x10^25 kg. Please correct me if I'm wrong here, I'm not using a very suitable calculator for this estimate, though it does seem about right since Earth is about 5.97x10^24 kg and Venus about 4.88 x 10^24 kg respectively (Mars and Mercury have masses of at least an order of magnitude lower). The asteroid belt has less mass then that of even a small planet, so I won't include it. Anyways, 1.11822x10^25 represents all of the usable matter in the solar system needed to construct this dyson sphere.
I don't have time right now to calculate how thick such a structure would be, I'll do it later, but given it's mass it will be very difficult to move or adjust the thing, if we assume the Sayonara's figure at face value. The energy needed to change it's velocity by, say 20 m/s, would be about 1.47775x10^28 Joules, using the formula E=1/2mv^2. Solar sails simply wouldn't be enough.
Keep in mind though that this is a very simplistic calculation, I'm sure there are other things we would have to worry about or take into account.
Given this, it would be much more practical to build a swarm. SkepticLance's idea isn't too bad compared to building a sphere.