That's what interests me.
Should the priority be the Moon (I do like the idea of calling it Luna and call our planet Terra at some point), where it is easier to send things (we could even do it now imo, if trillions $ was tossed at it), communicate, but is basically a drain on resources?
Or should the priority be Mars, which is a much higher cost, and we don't have the technology to really deal with yet, but it may have much greater returns in time. With the right technology and resources, it really might be possible to live good enough lives there.
Ideally we'd have both, but we're not in a place to make a smart decision yet. Maybe a few decades from now.
I guess that in a way we will have both. An incremental presence on the Moon that may play a part (even if small) in an eventual, true (not scam), Mars colonization. Mars is the goal. We can do things with Mars. The Moon may benefit and even have a substantial population at some point, but we've seen nothing so far that says "Yeah! The Moon is totally useful for us! We can totally advance as a human race with it!"
But the moon is harder than Mars. The moon can never be sustainable. And it doesn't help us - it's not easier because it is closer. It provides no benefit as a waypoint - leaving the gravity well of planets and moons is the hard part about space travel within our solar system, not the distance travelled. If a craft were to travel to Mars (or much, much further beyond), going to the moon first to... I don't know, stop and get a Slurpie I guess... would require the craft storing enough fuel and engines for thrust as to make its payload SIGNIFICANTLY less, reducing the number of people, supplies and equipment it could bring to its final destination.
The only real benefit would be a large, vast space dock outside of any planet - that would be twenty times more effective than the moon. However, it would never be self-sustaining, which is our biggest problem with space. Best to try and lay down some roots on a planet that has even the most remote ability to keep humans alive should outside contact be forced to shut down rather than the moon or a space port, which would both be guaranteed death sentences.
Mars is a good idea. It will be a high casualty, very morbid affair, but so was colonizing the Americas. Discovery and new territory is very deadly, but it is also the most necessary function of humanity.