re: If you want to get warm, move closer to the fire, is my advice.
Not if there's a planet full of cranky talking monkeys who are slowly but surely developing spaceflight in the region, you don't.
Real estate prices in the boonies are usually much cheaper, too. And you can manipulate a lot of small space rocks and ice balls a lot easier than a few big ones. Plus I suppose if you spent your existence in the vastness of interstellar space, being anywhere closer than Pluto would make one feel downright claustrophobic.
