We have already done that [1]. The first permanent base on Antarctica was built over a hundred years ago in 1903.

What we should do is build a permanent moon base. It's closer to earth so if something goes wrong it's only a three day trip back to earth, vs waiting 2 years for a return window on mars + about 8 months travel time.

[1]: https://en.wikipedia.org/wiki/Research_stations_in_Antarctic...