Hello Emily,
We do send many spacecraft into space, most robotic, other than the space shuttle and space station, which do have astronauts onboard right now.
Many of the robotic spacecraft have thermo-shielding to guard against temperatures extremes, such as hot or cold. The computers and electronics on these spacecraft are protected by this type of shielding, thus giving the spacecrafts longer life spans, usually up to several years worth. Many of the spacecraft use solar power as well, getting their energy from the Sun to operate, like the Mars Rovers Spirit and Opportunity. Beyond Mars, like Jupiter and beyond, most spacecraft use a form of nuclear fuel for their power supply. That far away the Sun does not generate enough light (solar energy) to use, and spacecraft would simply not work at those further distances.
If a spacecraft were to get too close to the Sun, a combination of both temperature, and radiation would silenece the spacecraft, its too hot, and the radiation would be too strong. By the way, there are several spacecraft currently studying the Sun, just simply look up solar observing spacecraft, they'll range from Soho, Stereo, and others to name a couple!
Jim Stryder