Venus is far too hot to be useful for anything besides dirigible cities, and what are you going to do there except sightsee the yellow clouds? Maybe it could be terraformed to something livable, but that would take a long time. If that could be done though, it'd be a great place, since it's close to Earth's size and gravity.
Mercury is too close to the Sun and too hot. You could put a city on the dark side, but the city would have to move constantly to stay on the dark side.
The asteroid belt might be useful for mining, as would other places farther beyond, but anything that far out is going to be very cold, because it's so far from the Sun. Also, the Moons of Jupiter are bombarded with massive amounts of radiation from their planet. And all those places have horribly low gravity too, which probably won't work well with human biology, unless perhaps we genetically engineer ourselves to fix that.
Space exploration is great for science and maybe resource extraction, but I just don't see the point of colonization except for a couple of somewhat-convenient places, at least not in this star system. I really can't imagine an "empire" across this solar system. Now it would be really cool if we could explore the TRAPPIST system and maybe find livable worlds there.
Even with your "jump on a ship" bit, European exploration of the "New World" was very expensive and required investment from wealthy patrons. It wasn't something a small group of adventurers could just do on their own.
If you can fund a Mars colonization mission all by yourself, then more power to you. But I just don't think it's possible, at least not any time soon. As a species, we haven't even managed to do any better than landing 3 men on our very nearby Moon for very short missions. We have zero experience in building and living in actual offworld habitats. It's never been done, not even in the one place where it's so close by that a rescue mission wouldn't be hard to do. The closest we've come is Biosphere II, a glass building in the Arizona desert, and that was a big failure.
It's too late to edit this, but I just want to qualify it: we have zero experience building and living in habitats on other celestial bodies. A small space station in low-Earth orbit within the Van Allen radiation-protection belts doesn't really count.
Funding be damned. No one is asking you to work your arse off Interstellar style to fund a secret program to fund humanity and get us out of here. And no-one is asking the US government to pump a trillion into setting up colonies out there. But it will happen - and there will be commercial starts to it - asteroid mining, with initial small numbers of support personnel up there, then maybe a few habs. Maybe it will take generations; or maybe we'll be wiped out before then. But it is either part of the inevitable march of the story of our civilisation; or there won't be a civilisation to talk about
If you meditate on this you will see that the amount of gumption doing this, especially when info was not so easily begot and Safeway didnt exist... jesus - humanity was REALLY tenacious in the past. So, if given the opportunity to go on a craft to mars with even a single digit % survival probability - I would do it, if anything just to honor those who have done the same in the past...
Besides, if it's strategically placed, it could easily threaten Earth with kinetic projectiles if Earth's political systems attempt to take control of it. Military units inside a deep gravity well have an enormous disadvantage to those outside the gravity well.