I would say the Moon, but first with a habitat-station at the L1 Lagrange Point and then with as much of the Lunar installation as possible being automated. The station at L1 could then be used as a "spaceport" for assembly and embarkation of interplanetary trips. Materiel that could be mined/constructed on the Moon would have the ability for a low-g launch to the station and items that could only be made on Earth would stop and hold at L1. If we ever do get to the point where we are capturing comets or asteroids, parking and processing them at L2 would be very efficient. Similarly, before making a permanent settlement on Mars, an orbital station above Mars would be both a safe-harbor in the need to evacuate the planet installation and as a port of entry/departure for Mars. Properly done, the first ship to make a major trip to Mars should have modules capable of shuttling ship components to the Martian surface and materiel/people back to the ship in orbit. The orbiting ship should be modular enough to serve as the initial orbiting installation and later either the core or a section of a larger station as the presence on the surface and traffic to/from Mars increases. These are large-scale undertakings, our efforts to date have been training and learning how to make/use large-scale habitats in a vacuum and in orbit. The skills and expertise to make large, modular, and long-lasting environments for this purpose is the only way that we can truly make a permanent presence off of the Earth. Our trips should not be done in single-purpose, as small as needed vehicle just to "plant a flag and then go home". While that appears economically wise on the surface, it is a waste of effort, time and resources. We should think in larger and longer scales and if we are going to become an inter-planetary species, we need to do so in a way that shows how serious we are.