The obvious candidate, Mars (despite its supposed problems, still a much more reasonable choice than anything outside the solar system and the planet with the most benign climatic conditions outside earth our whole system. This is a huge plus even when weighed against all of the difficulties of Mars)
The upper atmosphere of Venus (extremely amenable and doable even with something very close to current tech)
The subsurface of Mercury (easy climate control and so much free solar power once you set up the collection systems)
Asteroids hauled into the inner solar system, or even asteroids as they currently orbit in the Belt
At least a couple of Jupiter's moons.
With enough long-term investment and effort, potentially millions, or even hundreds of millions of people could live scattered across these places, with the resources of Earth still in the background as a backup to potential problems and creating a humanity that's much more robust against terrestrial cataclysms.
On that last note, asteroids would cease being one of those potential cataclysms, since our being able to fulfill any of the above colonization plans presupposes our being able to capture and redirect all but the most gargantuan asteroids if they're discovered heading for Earth.