Why not both ?
Like really - most people don't realize that Moon and Mars present very different environments with unique opportunities and challenges, such as:
- hard vacuum vs thin atmosphere - different communication latency to Earth - more vs less solar energy - 14 day day vs 25 hour day - abrasive dust vs less abrasive dust suspended in the atmosphere - 1/6 g vs 1/3 g
If we want to make use of the worlds of the Solar system, we will need to learn how to thrive in both sets of environments - many asteroids and space station operations in general are closer to the Moon while various gas giant moons (like Titan) and to a degree Venus are closer to Mars.