How far away from the Sun does space start to be cold? I assume that if I stood on the sun, I would be hot. I similarly assume that if I stood about 10 feet from the sun, I would still be hot. However, if I stood in space 93 million miles away, I would be really cold. At what distance from the sun would things be comfy (assuming I can wear a pressurized space suit)?
Would they be comfy only on the side facing the sun, so I'd need to keep turning around? 
 A: There are some serious issues with your question, as others have pointed out.  If you're in a perfectly protective space suit, you could be light years away from the sun and be perfectly comfortable since it is perfect and doesn't allow heat to escape. 
Oooorrrrrrr, maybe you would be hot at unreasonably large distances for precisely the same reason; there is nowhere for heat to escape so you're in a coffin-sized sauna in the middle of space!
Rather than nitpick in comments, though, I'd rather make a few assumptions and try to answer this question.  I hope this becomes standard practice on this site, as it was in my physics classes.

According to this guy, we require ~100 W of food intake based on our daily diet.  No, this doesn't factor the efficiency of the digestive system, but I am not estimating the calorimetric content of poop.
Assume we lose all of that through our space suit, and we need the sun to replenish that energy to remain "room temperature".  How far from the sun do we need to be to pick up 100 W of power?
Assume a person has 1 m$^2$ of surface area to absorb the solar power, which radiates at something like $10^{26}$ W and always spread evenly over a spherical shell of area $4\pi r^2$ at some distance $r$ away from the sun's center.
We find the distance from the sun that the energy is spread out at 100 W / m$^2$, or 
$$4\pi r^2 = 10^{24} \textrm{ m}^2,$$
which is some 282 billion meters away.  This is around twice the distance the earth is from the sun, so it at least passes one order-of-magnitude sanity check (give the question's premise).
