I'm surprised that nobody is commenting on the true exciting possibility left over: to directly mine (then use) uranium from Mars. Completely feasible, and completely sustainable. That would be a huge energy resource to develop Mars.
Setting up the facilities to mine, process and purify uranium on another planet does seem like a major technical challenge to me.
Creating water, oxygen, even rocket fuel, in situ makes perfect sense.
Only once you have a nearly self-sustaining group of colonies would you need to worry about insourcing fuel supply - and by then there may be better solutions to generate power (thorium, fusion, space based solar, etc)
speaking of exciting possibilities: did you know we have the possibility of refining oil into jet fuel, right on an airplane? then we can use that jet fuel directly on the airplane.
don't be so quick to make up stuff people never said.