It really depends on the goal. If you just want to move out, you can establish colonies on the Moon, Mars or Europa. For my money it'll come down to power, that is the generation of power.
Wherever and for whatever reason you pitch permanent base, you'll need electricity and a lot of it - small fission reactors will get things moving. Even if you're going for mineral reserves, you'll need to mine and smelt and that takes a lot of juice. Never mind the amount of power, long term, needed to run a self sustaining colony of say 20 individuals.
Given the current economic imperative to not make thing safe at all costs, we'll lose a good few colonies before 'fail-to-safe' gets through the thick heads of the business's (because it will be business) leading the missions.
By 'leading' I mean "sitting on nice safe earth while some other poor saps take all the risks".