Unless a planet gets in the way, it just keeps on going until something else gets in the way and stops it. That 'something' is most likely to be hydrogen gas that's just floating around in between the stars in our galaxy, the Milky Way. The place at which this collision happens is called the termination shock, because the impact between the solar wind and the gas causes another sonic boom.
No one really knows how far away the termination
shock region is. There are probably as many estimates
as there are physicists! Voyager I was about
90AU from the Sun in 2003, and some scientists
believe that it has now already passed through
the termination shock.
The best estimates suggest the termination shock region is around 100 - 150 AU from the Sun. That's a long way past Pluto, the furthest planet in our solar system. The solar wind takes more than a year to get that far, then it gets mixed in with galactic gas and is carried off into the depths of space where it may help form a new star.
Next time you look up in the sky, whether it’s day or night, spare a thought for the poor old solar wind whizzing above your head. Its future is a cold and lonely one far out in the depths of the galaxy...and most people don’t even know it’s there.