There are a few different ones.
For starting, there's the standard combustibles. A coke oven is relatively cheap early on, and well worth the cost (coal coke is 4x as powerful as the regular variant, plus you get creosote oil for the rails for your tree farm later). I'll typically hunt out a jungle and spend a bit chopping at those trees. It gets you a few stacks of charcoal for your first few nights.
Beyond that, it's usually down to circumstance. If you get lucky with mob drops (ender pearls/minium shards), you can head netherwards and do the standard pump setup (with endertanks), or you can go hunt out a decent oil-spout. I don't think I've ever had one of those drain before I've moved renewable.
If you manage to hoard IC2 materials, then one very good starting point is actually a low-spec nuke. It can output 35EU/t for a few hours, and not burn when it's not needed (just plonk next to an MFE set to emit when not full), or you can try solar, if you're on a server where you can store power when you're not online. The RP2-powered watermill setup is usually quite popular (deployers, filters and retrivers set to keep watermills stocked with buckets), it nets a reasonable amount of power, is completely autonomous and can be extended with just tin cables.
I've had worlds where I've done steam as the main source, starting with self-powered hobbyists, migrating to a solid-fueled boiler with coal coke, and going that way, although in 1.4.7 I preferred to move to liquid once I have my single-chunk tree farm/biofuel distillery.
I don't think it's possible to use a T5 blaze spawner as proper fuel for a boiler in ultimate, with the heat nerfs, but a wither skele-spawner would probably do the trick (convert to coal coke first for extra points.
I'm sure that there are other fuel sources (let's not touch on the bees for the moment, eh?). The real skill comes from finding your own system.
If you venture to 1.5.2, I could probably recommend liquid force as a good source. The engines are relatively cheap, the gems are plentiful, and they don't explode. With a cow-rancher you can have multiple 10MJ/tick engines chugging away quite happily. I like it so much that I'm using my boiler to supplement my IC2 reastor, rather than to provide MJ.