Vance's "Big World" and Banks' "Matter" both have larger planets, Vance's is less density (metal poor iirc), while Banks' is a Shellworld, which to me is the better idea: https://en.wikipedia.org/wiki/Shellworld
However, there is the idea of a small dyson sphere built around a white dwarf, which is also interesting, as it is powered, and warmed from the inside, and would have acceptable gravity on the outside: https://arxiv.org/abs/1503.04376