We cannot escape the 2nd law of thermodymanics,
entropy increases and all our energy conversions make the total energy less useful.

Even with that being said though we still have the Sun, which keeps pumping new energy into the Earth "system".
The best thing for the first world to do is to make our energy conversions as efficient as possible. I think if more people use more efficient devices (change lights to fluorescent, use 94% AFUE furnace instead of that old 1970s POS in your basement, etc.) we will eventually reach an equillibrium (provided we stop using oil for electric generation), and should last a few centuries more.