Larry J is right that we should go incrementally to Mars in order to conservatively build up a technology base. However doing so does not necessarily mean that we should waste resources on the Moon. Some big problems with the Moon are its lack of an atmosphere and not having any resources to speak of. A practical Mars lander must make use of the Martian atmosphere through aerocapture and parachute descent. Also, a practical surface habitat on Mars must make use of in-situ resources. If you want to develop an aerocapture technology for a carbon dioxide atmosphere then there's a nearby planet with a carbon dioxide planet, i.e. Venus. First send unmanned engineering prototypes to Venus to validate the basic technology (this technology is NOT easy). Then send a manned vehicle to aerocapture to a free return trajectory to Earth. Then send another mission to aerocapture to a Venusian orbit and then return propulsively. Transit times to Venus are less than to Mars. Also opportunities for minimum energy transfer orbits to Venus from Earth occur more frequently than transfer orbits to Mars. I haven't run the numbers but I suspect a large vehicle could be cost effectively sent to Venus using chemical propulsion only. The interplanetary transfer technology could be developed for Earth to Venus trips. The failure modes would tend to be more benign because of the shorter distance. In the mean time unmanned vehicles could be sent to Mars to test out the in-situ resource technology. I should emphasize that I'm suggesting the Venus option for engineering development only. However it's remotely conceivable that there might(?) be some science pay off by having people in orbit around Venus. In many ways the science that can be done on the Venusian surface is more interesting than what can be done on Mars or the Moon. Unfortunately it is extremely difficult to do anything on the Venusian surface because the place is so terrible. Venus in mass and size is almost the Earth's twin. Current planetary scientific opinion is that Venus might have had oceans and biology in its very early history before its green house effect went resonant and killed the planet. A runaway green house effect will eventually kill the Earth (in a billion years or two). It wouldn't hurt to fully understand this process.

Gary