The Goldilocks Zone around a star is prime real estate. Ringworlds maximize the value of that real estate, but are hideously expensive. Even Orbitals are pricy and require exotic materials to hold together (perhaps femtotechnology). The coronals from Karl Schroeder’s Lady of Mazes are more practical, but they’re small, and people like having a lot of matter between them and the hazards of the cosmos. The customers like good old-fashioned planets.
Now, you might find an appropriately-sized iceball if you’re out prospecting in the Kuiper Belt or Oort Cloud, but moving planets is expensive; slinging it into the Goldilocks Zone takes a lot of time and resources you just can’t afford. But what if you make one habitable out in the solar exurbs?
First you need to light it up and warm it. One way is to start using light-sail fabric and make a soletta that picks up light from that bright spark over there that is the nearest sun. Out in the Kuiper Belt at 50 AU, you’re only getting 1/2500 of the sunlight, so you’d need a mirror 637,100 km across, about as big as the Earth-Moon system, to catch as much energy as the Earth does (1.74×1017 W in 1.28×1014 m2). Even with optimistic mass of light sail materials of 0.1 g/m2, that’s still 3.19×1014 kg of light sail, which is the mass of a decent-sized mountain. You’d need one big sail to collect all the light, and then another one in a 24 hour orbit (relative to any spin the planet has— same as geosync for a planet with no spin) to shine it down onto the planet, subtending ½° of arc just like back on Earth. For a planet with no spin, the faux-sun mirror is 367km across.
A method involving less complicated orbital dynamics would be to just put an open fusion reactor in that 24 hour orbit, and a bell-shaped light sail to collect all the light and reflect it down onto the planet. You need to run the reactor at 5778 K and crank out all that energy, which is going to need 8½ million tons of hydrogen per year (which means you need to snare a decent-sized comet every now and then to feed it; Halley’s Comet would probably last a thousand years). This also works for a wandering planet drifting between stars, which might be the ultimate “get away from it all” location.
Once your source of heat and light is in place, the planet will start warming up. Just unfreezing a planet that’s at 3 K will take about a century with this setup (assuming you scatter completely black dust all over the planet to speed absorption of the incoming light), during which your terraforming crew will be busy introducing life forms from blue-green algae on up. If you want to do other than hydroponic farming, you’ll need to do a lot of work to create topsoil: under natural circumstances, it only accumulates at an inch every 200–1200 years. (Of course, you have a really convenient place to dump the heat from fusion reactors powering your cities as the planet thaws.)
If you only have lightspeed communications, this is definitely the solar boondocks: it’s 7 light-hours back to the inner system. High-bandwidth laser links could keep you very up-to-date, but there wouldn’t be any real-time communication.