Do you believe that energy can not be created or destroyed, but can only change states?
Law of Conservation of Energy - yep, I'm familiar
. However, remember the very important caveat in both the LoC of Energy and LoC of Mass: energy and mass under the right conditions are interchangeable. You CAN get extra energy that you didn't previously have through the conversion of mass into energy. That's the essence of both solar, nuclear, and geothermal. MOST of our energy ultimately traces back to one of those. Also remember that the law refers to the entire UNIVERSE, not small segments like the planet. We have extra energy being input into our own localized area all the time.
Wind energy? Traces back to solar. The sun's uneven heating of the atmosphere causes air currents and thus, wind.
Chemical energy (coal, gas, etc)? Traces back to solar. Solar energy allows the growth of plants. Those plants either die and decay themselves (often forming coal after much time), or feed animals that can deteriorate into oil over time.
Hydroelectric? Solar again. The sun's heating causes the water cycle which lifts the water as vapor, and when it falls back down we can reclaim some of that energy as it flows back to lower areas.
So in essence, we can't create energy, but we CAN use energy converted from matter, and with the Sun as an external force, we have a TON of energy arriving on the surface of the planet every day that wasn't here previously
.
With that in mind, building something to help CAPTURE some of that incoming solar energy - hyrdo-plants, wind turbines, etc, isn't really as futile as it seems. And with nuclear, we're not getting it from the sun, but we're still converting matter into energy where it previously was not. We got a lot to play with. Indeed, the sun's output is INSANE. Though only a small fraction of it is reaching Earth's surface, I read a study once that if we could capture 100% of the sun's output for 1 second, it would be enough to power all of man's energy needs for well over 1 million years.