This question already has an answer here:
Wouldn't the Moon be a better place to send people than Mars? If our goal is to really let humans live on a body other than the Earth, why not use transportation that was already worked-out when most retirees were in highschool or college?
It sounds like on Mars, you would have to live underground to stay safe from radiation anyway, as I'd assume you would on the Moon. The atmosphere on Mars is also so thin you may as well be in a vacuum anyway and you would never be able to go outside without a full-on space suit from what I've heard.
Wouldn't a nice underground Moon base be cheaper, easier to build, and safer? You have to bury yourself to protect from radiation, anyway, and with half the gravity the Moon would be easier to do this on. Also, you would be far closer to Earth to either send things back or get help.
It seems that Mars would be more attractive looking and certainly more interesting, but perhaps more difficult and uncomfortable as just building a base in the vacuum anyway.