Not a megastructure story, but I wish to put in a good word for Hal Clement's Iceworld. Much of the story involves devising ways to explore the hostile environment of a planet with remotely-controlled spacecraft and instruments. An unusual amount of thought goes into this scenario, by the standards of 1951 SF.
In those days, spacemen usually just landed on a new planet, with or without space suits, and walked around.
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In those days, spacemen usually just landed on a new planet, with or without space suits, and walked around.