The problem with solar energy is everyone would have to buy and have it installed themselves. Houses come hooked up to the grid already, so no one even thinks about going any other way. You still have to put down a hefty amount of money to put it in, where electricity from the city is pretty cheap. So people just don't get around to putting it in. It has been such a hard sell. Solar companies try to sale their product, but they just don't get a good response from the public. No one I know gives it a thought. It would be great if we could go solar, but to many just don't see the point when you already have power coming to the house.
I think Hydro is cheaper than all of those listed, but of course, there aren't any more rivers to dam.
And I agree that nuclear has it place.
For a large plant today, I would agree, solar is among the most expensive.
As some others have mentioned, cheapest is not always best. Do you wear the cheapest clothes you can find? Personally, I don't get my clothes from the free section of craigslist...
For an individual home, solar is not necessarily the most expensive, considering retail costs for distribution.