One Solar source that is cheaper than coal:
[View:http://www.youtube.com/watch?v=4h9FLvj2ZJM]
Here's the official site for the manufacturer. The parts are cheap, and manufactured from recycled materials.
From my understanding, at this point there are several types of Solar Thermal (which is the type of solar at the above video and link) that have a lower cost to build than a coal plant, and lower long-term maintenance costs when compared to coal plants.
I had also read that some sources of wind power, the VAWT and HAWT types, can be more cost effective than coal in the long run. Basically, the cost of initially building the plant is higher than coal, but after a decade of operation, the cost is equal, and after two decades, is lower. The reason should be obvious: you don't have to buy coal. Both plants, of course, have maintenance costs. The maintenance costs are higher on traditional wind farms, but on the HAWT and VAWT varieties, about the same as a coal plant. So as time goes on in the long-term, the coal plant continues to have fuel costs, and eventually the wind has "paid for itself" in lack of fuel costs. As a bonus, HAWT and VAWT technologies can be installed on-site, such as on the roofs of commercial buildings, so the power is generated locally. There's an office building down here in Southern California that has a roof covered with HAWT turbines. I could see them from the road as I was driving by. I'll bet they have a zero energy cost in that building, maybe even a surplus being sold back to the electric company, unless they have a server farm in there or something....
Hydroelectric on the large scale remains incredibly expensive, due to the massive costs of developing the plants. Not to mention the ecological devastation they bring. Small scale hydro (also called microhydro) is a great way to power a home, but large scale hydro is incredibly devastating to the environment and super-expensive.
Nuclear is a very high-cost method in the long term, due to perpetually rising costs of fuel, waste disposal, and of course, the inusrance problem you mention in the video. Without subsidies and breaks on fossil and nuclear fuels, they're incredibly expensive, and the cost rises as scarcity gets worse. Most of the remaining global supplies of both fossil and nuclear fuels lie outside US borders, making us reliant on foreign energy sources. Not good.
The most exciting thing coming on to the scene are so-called "zero point energy" devices and other "over-unity" power devices. You can read more about those on PesWiki.