Photonic interconnects are being quickly developed and adopted to be an indispensable large-bandwidth data transmission venue in high-performance computing (HPC) and datacenter, i.e., datacom, applications. The distinct emphasis on power, operational robustness, volume manufacturability and system cost posts a number of challenges in photonic material platform choice, device design, integration scheme, and packaging, etc. As the major roadblock to realize a fully integrated silicon (Si)-based photonic interconnect system, light sources have attracted significant research and development effort and driven great innovation in the past 12 years. We review our recent progresses towards building heterogeneous Si multi-wavelength lasers with exceptional tolerance to harsh application environment and novel controllability. Advanced quantum dot (QD) material is now successfully implemented in the heterogeneous platform to serve as the robust optical gain medium in a comb laser to deliver multiple low relative intensity noise (RIN) lasing wavelengths and seamlessly integrate with Si photonic circuits for dense wavelength-division multiplexing (DWDM) photonic interconnect architecture. A new heterogeneous metal-oxide-semiconductor (MOS) capacitor is also developed to introduce an independent carrier effect to this platform and enable essentially power-free device tunability and superior high-speed data modulation capability for both modulators and lasers. Finally the on-going effort to incorporate superior QD material, MOS capacitor and several previously developed functionalities into heterogeneous comb lasers and microring lasers for different datacom application scenarios is discussed.