In outer space, you can't take lots of regular fuel; every kilogram taken into outer space costs a huge amount of money. Solar cells, on the other hand, can continuously provide energy for many years. Another option is some sort of nuclear reaction - including nuclear decay which gradually gives off heat. Please note that solar sells are ONLY appropriate for missions in the nearby Solar System; for a mission that goes, say, to Pluto, the solar radiation is way too weak to be useful.
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