how are you applying concepts like "energy-dense" to, say, sunlight or geothermal?

Energy density refers only to fuels and energy storage media and doesn't have much to do with grid-scale investment, although it's important for things like transport where you have to move your power source along with you. (Short version: hydrocarbons beat everything else, although batteries are getting better.)

The usual framework for comparing things like solar or geothermal energy to fossil fuels, from a development or policy standpoint, is energy return on investment. (Short version: coal beats everything but hydroelectric, but nuclear and renewables are competitive with oil and gas. Also, ethanol and biodiesel suck.)