Water, Uranium, Gold, Copper, Sand?

Whatever it is, there's almost a certainly a way to use it more efficiently and therefore improve standards of living in Europe, and the rest of the world, at the same time.

And things that are mined in general (like metals). They won't run out but as we mine the easy deposits first, the amount of energy it costs to mine a given amount will be forever increasing. E.g., eventually it will cost more energy to mine the materials for a wind mill than the electricity it will generate in its lifetime.