All the other answers are great, but I think one explanation is still missing: how an interplanetary orbital transfer actually works in practice.
The thing is, space is rather big, and things keep moving. At the same time, you're being tugged on constantly by all the other bodies in a planetary system (we can ignore other stars for interplanetary transfers). So travelling between planets is not as easy as pointing your ship in the direction of planet B and pressing the speed pedal.
So, things keep moving. The historic Mars missions have taken anywhere from about 100 days to more than 300 days - the latter actually meaning that by the time you arrive, Mars is on the opposite side of the Solar system compared to when you started. You need to aim for where Mars will be, rather then where it is. Now, this isn't too big of a problem for the trip itself, but think about what happens when you abort at some point during the trip - the Earth has moved as well. It's not as easy as pointing your spaceship in the opposite direction and accelerating again - the Earth is no longer where it was when you started.
Why does it take so long to get to Mars? Well, space is big. Those probes were usually travelling at around 20 000 km/h - quite fast in terrestrial terms. But the closest distance between Earth and Mars is still over fifty million kilometers. The only way to get there faster is to get your speed up. Here lies the main problem - our spaceship engines are actually extremely inefficient. Jet engines are much less efficient than car engines, but they're still peanuts to rocket engines.
There's two main reasons - propellant and fuel. When you drive your car, the wheels are pushing of from the Earth - basically, you're either "stealing" or "giving" momentum to Earth, which means your car only needs to produce enough energy to supply your kinetic energy, give or take. With 100% efficiency in a vacuum, a 1 ton car would only need about 300 kJ of energy to accelerate to 100 km/h - that's about 10 grams of gasoline worth of energy. The first annoying thing is that kinetic energy grows quadratically with respect to speed - so accelerating to 200 km/h takes around 1400 kJ of energy, rather than 600 kJ. So getting even to that 20 000 km/h would take around 1400 MJ of energy (1.4E10 J) - the equivalent of about 280 kg of gasoline, which is more than a quarter of the mass of the car itself.
A quarter of the mass is quite a lot - a spaceship can't just stop every few kilometers to refill its fuel tank. It needs to carry all of its fuel from the very beginning - so our sample car wouldn't actually be 1 ton, it would be 1 ton + 280 kg of gasoline. And those 280 kg of gasoline would need even more gasoline to accelerate itself - this is known as the tyranny of the rocket equation - the more fuel you bring, the more fuel you need to bring the fuel, etc. Now, if we actually had a rocket that would be able to accelerate 1 ton to 20 000 km/h with just 280 kg of fuel, we'd be peachy. But we don't have anything close to that. Why? The two reasons mentioned above - fuel and propellant.
You might be saying, wait, we already accounted for fuel - that's the 280 kg of gasoline (plus the gasoline for the gasoline, ...), right? Nope. Gasoline doesn't just spontaneously break down, releasing energy - it's being burned, which is just a simple way of saying it chemically interacts with oxygen. Your car can easily use the ambient oxygen, getting its mass for free, but rockets tend to travel in a vacuum - they need to bring their oxygen along for the ride as well. That's extra mass, of course. How much mass? Well, using a very simplistic calculation (considering pure octane burning perfectly), you need about 3.5kg of oxygen to burn 1kg of gasoline. I think you can see the problem now - while we can barely ignore the 280kg compared to our 1 ton car, the problem becomes glaringly obvious when you actually need more fuel than your vehicle weighs (280kg of gasoline + 980kg of oxygen)!
But wait, this isn't over yet. This explains the fuel part of the issue, but there's still the propellant. Cars don't need propellant, since they're pushing off the ground. Even jets don't need to carry their own propellant, since they're again using ambient air as both fuel and propellant. But again, our rocket engine doesn't have the same luxury. It needs to carry its propellant along the trip. This is the place where rocket science gets really complicated (and we didn't even glance on orbits or interplanetary transit yet!).
Conservation of momentum basically says that to accelerate in one direction, you need to accelerate something else with the same mass in the opposite direction with the same acceleration. You can also trade mass for velocity - the faster you throw away your propellant, the less mass does it need to have to give you the same acceleration. This is the exhaust velocity of a rocket - the speed of the propellant relative to the rocket. To give you a bit of a scale, a typical liquid oxygen+liquid hydrogen rocket has an exhaust velocity around 18 000 km/h. This basically means that to accelerate a 1 ton spaceship to 18 000 km/h, you need 1 tons of propellant (ignoring the mass of the fuel and propellant itself and the mass of the engine). If we stop ignoring the mass of the fuel and propellant, we need to turn to the rocket equation - again, you need more fuel to accelerate the fuel.
The rocket equation has the following unknowns:
- The amount of velocity change required (known as delta-V). In our case, that's 20 000 km/h - or around 5 500 m/s.
- The exhaust velocity of our rocket. In our case, 18 000 km/h, or about 4 900 m/s.
- The "dry" mass of the spaceship - that is, excluding the fuel and propellant. In our case, we'll stick with the 1 ton value.
- The "initial" mass of the spaceship, including fuel and propellant. This is what we want to determine.
Putting the known values in our equation gives us an initial mass of about 3.2 tons - so you need about 2.2 tons of fuel to get your 1 ton spaceship to 20 000 km/h. That's already pretty bad - don't forget that we also need to get the spaceship into orbit in the first place, where the payload/fuel ratio is even worse. But wait, it gets even worse. To stop the ship, you again need to accelerate the same amount. Another 5 500 m/s brings us to a fuel mass of 9.3 tons - and that's just stopping at the target. To enable a mid-transit return trip, you need 5 500 m/s for the initial acceleration, 5 500 m/s to stop, 5 500 m/s to start back again and 5 500 m/s to stop at the end. This gives you a monstrous 22 000 m/s delta-V requirement, requiring 106 tons of fuel for your tiny 1 ton spaceship. And that ignores the mass required to actually store all that fuel, as well as all the fuel lines etc. needed to get it to the engine!
It should be obvious that with our current rocket engine technology, what you're proposing is pretty much outright impossible. There's two ways around this - one is staging (throwing away "spent" parts of your spaceship), one is keeping your delta-V requirements as low as possible.
Staging allows you to build rockets with higher fuel/ship mass ratios. For a single stage rocket, a ratio of about 15 is already pretty difficult, and anything above 20 is very unrealistic given our technology. This is mostly due to the fact that you need all kinds of supports etc. to make sure your rocket doesn't crumble (or explode - the common fuel mix is liquid hydrogen and liquid oxygen). The cool thing about staging is that you basically multiply the mass ratios of the different stages - so to get at a 100+ mass ratio, you could use three stages, each with a mass ratio of 5, for example. The drawback is that you end up littering your spent stages all over the place (their price is pretty much thrown away, and spaceship stages aren't exactly cheap), and you still need to use huge amounts of fuel to deliver a bit of payload.
Which is where the delta-V tricks come in. One great trick is using the target's atmosphere for the final braking - this is used all the time by craft returning to Earth, for example. Instead of having to nullify your whole orbital speed, you only need to shave off about 100 m/s or so to get you low enough into the atmosphere to get enough drag to "steal" the remaining orbital velocity. Doing the same with interplanetary velocities is a fair bit trickier, though - you only have a limited time to get rid of enough velocity to get you in a reasonable orbit. And the faster you need to brake, the stronger your spaceship structure must be - and stronger structure means more mass. Yet another reason to keep the ship/probe as tiny as possible.
Another great trick is using the gravity of other planets to modify your velocity - this needs a lot of planning, but allows you to both speed up and slow down without expending any fuel (other than the bit required for path corrections). This was used to great effect with the Voyager missions of the 70s - Voyager 1 has achieved a velocity of over 17 km/s thanks to its numerous gravity assists. Even then, this is only about half of Earth's orbital velocity - so you really want to make sure to steal as much velocity from Earth as possible on launch. The tricky part about this? For one, it's kind of slow. The path you take is likely going to be much longer than a direct path, especially if you need multiple gravity assists from multiple planets. The Voyager missions were possible mainly because in the 70s, the outer planets were aligned in a way that allowed the Voyagers to use Jupiter and Saturn (+ Uranus for Voyager 2) in a sequence of assists that increased their velocity "for free". The trick there? Those alignments don't happen all that often. Another alignment that would allow the same kind of mission happens about once in 170 years.
Now, the planet position issue isn't that much of a problem when travelling from Earth to Mars - for one, you don't need nearly as much delta-V as the Voyagers, and second, both Earth and Mars have much shorter orbits. But still, if we keep to modern-style rockets (as opposed to the so-called "Torchships", which would be capable of accelerating the whole trip, avoiding a lot of the issues mentioned here thanks to their massive exhaust velocities), position matters a lot. This gives rise to the familiar concept of launch windows (which are also used to great effect in drama - "if we don't go now, our next option is in 3 years, by which time we'd starve").
If you want to get somewhere on the lowest delta-V budget possible, Hohmann transfer orbits are your friend. However, they are also the slowest, and the most dependent on the alignment of the planets. Launch windows are quite periodic - again, the Voyager missions have launch windows every 175 years or so, and Mars missions around 780 days. The more delta-V you're willing to spend, the wider your launch window and the shorter your trip.
As an example, getting from Earth to Mars and back requires a minimum of about 30 km/s of delta-V. For comparison, the massive Saturn V rocket is only capable of about 18 km/s. It shouldn't be very surprising that we make the interplanetary probes as light as possible, and we don't bring them back again :) This trip would take about 17 months. That's quite long - it doesn't matter much for an unmanned probe, but any human crew would need to bring a lot of supplies, be pretty good at recycling and not get mad. Adding more delta-V to the budget allows us to trim this considerably - 53 km/s will allow you to do the trip in just two months. Of course, getting a delta-V of 53 km/s is well beyond our current capabilities. Ignoring the mass of the rather massive fuel tanks, you'd need a mass ratio of about 80 000. Yikes. Interestingly, increasing the budget to 94 km/s will only save you about half a month - adding more delta-V gives diminishing returns, since you're still relying heavily on using tricks - the more delta-V, the less effective these tricks are in comparison.
So, what about absolutely absurd, outrageous delta-Vs? The next obvious step is something that can accelerate the whole trip. We're already experimenting with ion drives for exactly this, but with the kind of acceleration we're getting, it's not really useful for humans. But let's imagine we have some fusion torch drive that gives us enough reachable delta-V. Pushing the delta-V to 370 km/s (remember how I said absurd delta-V?) makes the roundtrip about one month long. This corresponds to a constant acceleration of about 0.01 g. By this point, orbital mechanics are no longer much of a limitation, so adding more delta-V tends to give you close to a linear speedup - 0.1g acceleration requires about 1 100 km/s for a 12 day roundtrip, and 1g requires "only" 3 500 km/s for a 4 day roundtrip.
Obviously, once you get to a torchship, your original problem disappeared. Even for the 0.01g constant acceleration scenario, your velocity is huge compared to orbital velocities, so the cost of turning your ship around is relatively tiny (compared to going the whole way and back again), and the impact of all those manenuvering tricks are quite tiny as well (so you can shave off 1 km/s of my delta-V budget? Big deal...).
But as long as you're flying in a modern rocket, that takes 9 months to get to Mars... once you're on the interplanetary trajectory, there's no going back. Even if you expend all your remaining fuel, you're not even going to stop your ship, much less turn it around. You'll just have to sit out the rest of the trip :)