At least on Mars, you could potentially do mining. On Venus, you can't do anything really, because you'd have no access to the natural resources there. So what's the point?
The Moon is the only place that really makes any sense at this point. It's close, it probably has lava tubes, it has lots of natural resources for mining, it would be relatively easy to set up habitats and maybe do things like build low-g factories (could be many industrial applications there that we haven't thought of), and aside from being airless, the surface isn't going to kill you like Venus will.