re: a MANNED base?
Clearly not a simple task, but I was thinking the south pole. The very large deep Chao Meng-Fu Crater is permanently shaded and with apparent abundant water ice. Probably the only place on Mercury that would be remotely feasable given the 800 degree (F) day temps and -300 degree night side.
A bizarre idea would be to place some kind of filtered relectors near the rim of the crater so it could reflect sunlight down into the crater and warm the area enough to make habitation less severe and perhaps soften the ice caps for easier exploitation.