Drilling and sample return
Neither are easy on a remote and poorly-known planet. How deep is "deep"? 50cm? 50m? 500m? 5km?
it gets astronomically more expensive to go ever deeper, especially when we don't understand the composition of the subsurface and it's resitance to drilling, and the nature of any voids and fluids.
I'm sorry that we can't get instant gratification but it's going to take a lot of effort, learning, and a few mistakes before we can drill deep on Mars.
But don't let that that stop us trying. A polar ice-penetrator is relatively easy, for instance. Good stratighraphy of the polar caps will result from that.