I'd like to see humans establish self-sustaining colonies in the Gobi Desert, the Laurentian Plateau, and the equatorial Pacific first. All much easier environments.
I'm for exploration and all that but there's a pretty good point. Figuring out how to make the desert habitable on this planet is a pretty good test run for the Real Deal.
Survival of our species. Protection from an extinction event on Earth. Stepping stone to further expansion (interstellar).
EDIT: or moon surface
It's a lot harder to build a self-sustaining colony on the moon than on Mars. Mars is rich in carbon, oxygen, hydrogen, nitrogen. The moon is not.
There's no reason for a self-sufficient (nuclear?) underground or underwater habitat to notice global firestorms or impact winters. They would notice a direct hit, but you can hedge against that by building them in multiples around the globe.
We went to the moon. That was not an easy thing to do. We developed nuclear weapons, which was certainly more difficult than establishing a colony in the Gobi desert.
See the excerpt of the JFK moon speech from above. "we choose to do these things not because they are easy, but because they are hard."