You can also build structures on Mars using local resources
Think adobes and Roman vaulted architecture:
http://www.marshome.org/building-the-base/
http://www.seds.org/spaceviews/9703/nss-news.html
Going back to Luna, Bruce Mackenzie had also come up with the regolith rocket, which would use actual lunar surface material as fuel.
http://www.seds.org/spaceviews/9512.html#regolith
