A Death Star, or its later multi-targeting equivalent the Starkiller Base, seems to have only one function, namely destroying one or more planets, and perhaps their suns too.
But the Dark Lords that I am familiar with are driven not by a desire for destruction, but for rather power and domination. They use their Death Stars as weapons of fear, as threats, rather than having destruction as their end goal.
I wonder if there aren't more effective ways to achieve this.
The Dark Lords always have huge armies of stormtroopers, huge fleets of ships, as well as traditional and force-enhanced torture techniques. I would think that these tools would be sufficient to terrify planets and "bring them into line".
Not to mention the numerous unmentioned alternatives available to threaten populations with, such as poisoning environments, coercing officials, creating eclipses, force-choking beloved celebrities, and deploying atomic weapons (which, if discovered, could destroy a planet for a fraction of the size and cost, and avoid the single-point-of-failure).
We know that these stations take a long time to build, and must be hugely expensive. And we also know that every one built so far has been destroyed by Light-siders.
So why is the Dark Side so obsessed with building planet-destroyers of unimaginable firepower, and what makes the alternatives so much less appealing?
Answer
It takes less time to manage the fear-inducement by one Death Star, and that frees you up to do Sith-y things.
Darth Sidious explicitly alludes to that in Tarkin James Luceno novel
As powerful as the battle station might become, its real purpose was to serve as a tangible symbol and constant reminder of the power of the dark side, and to free Sidious from having to portray that part.
Darth Plagueis had once remarked that “the Force can strike back.” The death of a star didn’t necessarily curtail its light, and indeed Sidious could see evidence of that sometimes even in Vader—the barest flicker of persistent light. Attacks like the one directed against Tarkin’s moon base and discoveries like the one on Murkhana were distractions to his ultimate goal of making certain that the Force could not strike back, and that whatever faint light of hope remained could be snuffed out for good.
Please note specifically that this angle addresses the "efficient" part of your argument. Yes it may be expensive to build, but as a Dark Lord, your most precious resource isn't usually money, it's your time and attention. If you spend 3 months directing military assault on a planet, you wasted 3 months. If you spent 10 minutes ordering that planet destroyed by a super-weapon, you have 2 months, 29 days, 11 hours and 50 minutes to do Dark Lordey things, like meditating on the Force, training whiney apprentices, or trying to pass the final level of Flappy Bird without cheating with the Force.
Rebels managed to obtain capable capital ships, so merely threatening people with Star Destroyers isn't always effective (if they can match them with Mon Calamari cruisers).
Star Wars has highly developed planetary shields (we see one in EU over Coruscant, as one example; or over Starkiller in Episode VII. Or over Hoth in Episode V.)
Conventional Navy is powerless to rain death, destruction and terror if that shield is in place.
A super-weapon will blow up the planet together with the shield
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