The biggest problem with most megastructures is their usefulness.
Yes, owning a ringworld is cool, making it your empires capital even cooler, but it takes veeeeery long to complete. And you can only construct one megastructure at a time. And in most of my utopia-games, I got the the tech to late, compared with the total length of the game.
So now I build, if I build at all, habitats (only in sectors, don't want them in the core without spaceport) an in the late game a sensor array, so that I know where the enemies are in case of a war...
Other structures feel (for me) more like roleplaying features. Not bad, but only for some of my species worth a second thought.
On the other hand I prefer wide empires instead of tall ones, so perhapss I'm simply not the right person to answer your question...
