Alas, solar, wind, and wave power are also expensive direct sources of energy. Given how much energy a modern civilization likes to consume, it is easy to understand why we tend towards purchasing energy at the lowest cost. The 2002 Energy Flow Chart published at LLNL should give an idea just how much energy the US consumes. Getting solar/wind/wave to provide all of the US/world energy needs is a big, big task that will occupy thousands of square miles for solar/wind collection.
My problem with gas and oil is that they do not include hidden costs due to pollution, market distortions due to government taxes, etc. With Oil up at $60/barrel, it should be cheaper to build coal=>diesel plants based on the Fischer-Tropsch process.