If we're talking about objects in the asteroid belt, the internal consistency varies wildly. Most smaller objects are indeed rubble piles: boulders, pebbles, and sand-like grains, down to dust. As you'd expect, they're very weak structurally. Notably, the OSIRIS-REx probe was nearly swallowed by its loose material during the sample collection on Bennu.

Some of the other large, iron-rich asteroids like Ceres, Vesta, Pallas, and Interamnia are more like protoplanets than rubble piles.

Besides the concern for structural integrity/stability, they also have reasonable amounts of water ice, volatiles, metals, ad other resources needed to supply an outpost.