I'm not sure what you'd find on another planet that would make it worthwhile. Oil and natural gas require the existence of dead organisms, and what other resource does any first-world country fight over?
All I can think of that would be worthwhile are hydrogen and water (which would require a long-arse trip), and I don't think there's an urgent need for either in the non-ultra-distant future.
Main thing we need is more room for agriculture, and maybe living space. For that we either need highly safe and stable space stations (which could potentially happen with further development of our current space programmes) and a cheap, low-pollution means of travelling to and from them; to terraform Mars or a moon in our solar system (which will probably remain fantasy); or to devise a new means of propulsion which allows us to travel quickly between solar systems (the conception of which won't necessarily come from a space programme).
At the risk of sounding like an immoral Chinese tyrant, most of our future problems (and the survival of Earth's natural heritage) can be solved by population controls. Unfortunately that's about the most invasive and anti-freedom measure that a government can propose, and will probably never happen in a democratic country. It'd take massive and personally-affecting resource shortage for that to happen, by which time it'd be too late.
