This was the one I looked from the local electronic shop and the shop owner shown me it connect wif a circuit with an LED, and I can't see a significant change on the range of the sensor,
The sensitivity can be very low if not used correctly and it's hard to discuss a circuit that you don't know (or how it was used), so let's forget about that.
LDR's can be very sensitive if used properly.
[...] if the sensor can sense really really far away light source.
Well, the sun is really really far away
You have to define things a bit more precise, so how bright is the source and how far away is it?
Or is there any other alternative? As long as It can sense a far away light source in a dark environment I'm happy.