I think a lunar colony should be first just because if you can get anything going there first then the fuel consumption would be different launching from there vs earth, but I personally don't care if anybody wants to try Mars.
You just aren't going to be junking up Mars. It is already a dead planet. Everything will have to be grown to eat and done in habitats, radiation is awful because there is no magnetic field, its freezing cold, low gravity which will mess up food in your bowels, and the lack of surface pressure.
Like it is a graveyard planet. Throwing an empty coke can on its surface can't hurt it.