Actually, there is one very sensible place to build an orbiting station - the moon Phobos. For example in the fictional Mars series by Kim Stanley Robinson, the majority of colonists land on Mars, but a small number establish a base on Phobos.
Compared with Earth's moon, Phobos orbits much, much closer to Mars. In fact it completes an orbit in less than 8 hours, compared with 1 month for Earth's moon. This puts Phobos almost in 'Near Mars Orbit'.
A colony on Phobos would be in many ways easier than one on Mars, the delta-V requirement for reaching Phobos from Earth (and vice-verca) is very low - in fact less than for the Moon. Putting aside the long travel time, and the restrictive launch windows, it would be cheaper to put a base on Phobos than the Moon.
Phobos is very dark and likely rich in volatiles, such as water and hydrocarbons. These could be a valuable resource, including for export to Earth Orbit (i.e. to help fuel rockets from low Earth orbit to Mars). Conceivably fuel mined on Phobos could be used for both legs of the journey from Earth to Mars.
A manned colony on Phobos would have some advantages - one is teleoperating robots on the Martian surface without the time delay for communications from Earth. It could thus act as a staging ground for establishing the surface colony. Fuel could also be refined on Phobos then launched to the surface colony, a refinery on Phobos would not lose solar power during global dust storms. Compared with a space station in open space, a station on Phobos also enjoys protection from solar flares as the bulk of the moon can be used as a shield - this might be a minor matter as the journey in open space is already 7 months so the spaceship would have to be reasonably well protected, but it certainly doesn't hurt to have additional protection from radiation. Unlike a Mars colony, a colony on Phobos could easily lift off and move to another location, as the gravity is very low.
Here is a pdf on missions to the moons of Mars and their role in exploration of Mars. Also a pdf on a phobos space elevator which indicates the kind of neat things a Phobos station might lead to.