To add to the other answers, another reason why Mars or another planet is being colonized is the idea to have a "back-up planet" in case the Earth gets hit by a global killer or something. Colonization in habitats is just the first step. The 2nd step will be living in domes and the 3rd will eventually be terraforming. So a terraformed Mars (or another planet) will have fresh air and the goal is to make it an Earth-like planet.

A space station (let's say the Stanford Torus) is like you say very challenging to build, and it would have artificial air and climate. The materials must come from some planet, probably Earth. It can't serve as a back-up location for humans in case the Earth became devastated, unless its very, very huge and reliable. If we're so progressed that we're able to build a torus where a billion human civilization can live forever we're also able to terraform another planet.

As with gravity, Mars' gravity (0.38g) isn't that low and actually pretty high compared with other solid planets, dwarf planets and moons in our system, only Venus and Earth have higher surface gravities. I think Mars' gravity is sufficient for much. While it would be better to colonize Venus with its more similar gravity, size and mass to Earth, one day Venus is expected to be swallowed by a red giant Sun. Therefore, forever probably only the outer planets can be colonized. And perhaps we will build floating habitats in the atmospheres of Saturn, Uranus and Neptune one day, all of which have Venus- and Earthlike gravities.

Why will we go to Mars?

It certainly is not ideal to build a colony on Mars. There are many threats to human life there - it is one of the deadliest environments a human could be in.

To Elon Musk, inspiration is the key to human progress and motivation - we will go to Mars for the same reason that humans do space exploration at all - it inspires us and we get to see what no man ever saw before - further we go towards infinity.

Effects on humans

There are theories that a pregnancy on mars (0.38 G) could be harmful to the child. Certainly, children of this kind would have serious problems when returning to earth - just like our astronauts when returning from the space station.

Certainly, artificial gravity on a space station would be another option - and will continue to be developed. However, there are major disadvantages:

• The artificial gravity you mentioned also acts different on humans than earths gravity (even when their magnitude is equal)
• A space station is way more vulnerable than a base on the ground (fuel explosions, thin walls and vacuum around).

Comparison: What is harder to build?

As you figured, both, a huge station (with artificial gravity) and a colony on Mars will be incredibly hard to build - it requires thousands of engineers all over the world to make such a project work.

Building a space station, even of the size of the ISS (51 meters long, 420 tons) is an enormous project. Now think of something we could fit a hundred or maybe a thousand people in - the challenge of building it is even greater.

For a colony, despite having to transport resources further, it is easier to assemble. You can just take a few astronauts with tools to build something habitable (of course not that easy but easier than using shuttles to assemble it).

Another crucial question is:

Which one of the two is harder to maintain?

And that is definitely the space station.

On Earth, we hardly have to do anything to stay alive - we just live. In a colony on mars, once we bring the tools there that let us grow plants (thus get fresh air) etc. , we are safe. People could life there for generations with hardly any extra effort compared to earth (except or some safety measures etc).

A station is harder to maintain. Let's consider the ISS:

• The ISS has to be pushed back to orbit by a rocket every now and then, because else, it would fall into the ocean (less likely: land)
• Without artificial gravity, humans have even worse problems when they stay in orbit for long... in a colony, you wouldn't have to deal with that (at least it wouldn't be as bad)

Concluding

I hope you (at least partly) understand, why we will go to colonize Mars instead of a huge space station ^^

I really liked all the other answers - make sure to upvote them too - thanks for this great thread I am glad to contribute ^^

PS: If I ever could, I would go to Mars right away ^^

Resources, as Pearson mentioned, are the key; specifically matter. An object in the inner Solar System is emphatically not a closed system, so the second law of thermodynamics does not apply: Any object here is embedded in the Sun's radiation, an inexhaustible source of low-entropy energy. This energy flux enables it to lower its entropy (by radiating even more of it away). But replacing complicated technological artifacts will require a technological infrastructure difficult to imagine even on a large space station.

Then there is leakage — the irretrievable dispersal of matter into space. It can be reduced but never completely avoided. Isolated space habitats are not sustainable over extended periods of time (as vague as this statement is). A space station would need long-term support from bodies like planets, moons or asteroids. (Read Stevenson's SevenEves for an in-depth treatment of this subject.) Any viable concept of a permanent space habitat involves a constant supply of matter like oxygen, hydrogen, carbon and other constituents of biological systems, as well as metals and other constituents of technical systems.

If we suppose that it comes from Earth we must suppose that there is some kind of space port on Earth, for refueling and maintenance, and the same is true for Mars or any other body. If we rely on a planetary base for supplies we can as well simply live there.

This leads me to the elephant in the room regarding plans to find replacements for an uninhabitable Earth. One of the most egregious examples of ignoring it is the premise of the movie Interstellar.

Even a severely devastated, climate-ravaged, irradiated and poisoned planet Earth will be an infinitely better planet for a base and will be infinitely better suited for, well, Terra-(re)forming than any other planet in the Solar System, let alone outside of it.

It is really hard to come up with disasters which make Earth worse suited for a human settlement than Mars. (This could be a question of its own.)

It's motivational.

Had JFK given us a more realistic goal than landing a man on the moon by the end of the decade, we would have failed. Such a goal might have been:

First, I believe that this nation should commit itself to achieving the goal, before this decade is out, of establishing a permanent outpost in space, in preparation for landing a man on our nearest neighbor, the moon.

Had it been successful, this would have paved the way for a permanent human presence in space, resulting a moon shot by 1975 or 1980. That initial moon shot would probably have had a larger payload, and might well have immediately established a crewed base.

And quite probably, the would have been quietly shelved by 1965. Putting a man on the moon (or Mars) is a simple, direct goal that anyone can comprehend, anyone can visualize. It's the perfect elevator pitch for a project.

As Apollo proved, if there is sufficient motivation, we can overcome the technical difficulties of the project. The problem lies in creating that motivation.

I think the reasons are psychological - that occupying and building a life on a planet is more comprehensible and appeals better to people, by using the appearance of opportunities that are in a more familiar form. It is easier to popularise and market than promoting the building of space habitats. Any colony attempts will rely heavily on taxpayer funded programs paving the way, which require support of voters to sustain, so popularising the venture appears to be a prerequisite to having such programs and Mars beats Space Habitats in popular imagination.

I think neither Mars nor Space Habitats offer genuine and achievable prospects of true self-sufficiency with current technologies - not because Earth cannot make the technologies required but because such colonies cannot. They would have to be very large and comprehensively capable industrialised economies to make the full range of essential technologies themselves, without Earth input. In the absence of commercial opportunities via trade to sustain continuing financing to sustain ongoing supply and growth self sufficiency would have to be treated as a required initial condition, bypassing growth based on commercial opportunity but the absence of profitability may be an insurmountable barrier.

Space Stations based on Asteroid resources do have potential for commercial trade of physical commodities with the source of all essential technologies - Earth - and if successful asteroid resources may support continuing investment, occupation and further growth. Mars does not have any genuine prospect of engaging in physical trade to support it through it's time of dependence on imported equipment and resources and required period of growth to become the comprehensively capable industrialised economy that is essential for self sufficiency.

Other answers have already mentioned the availability of resources and the ability to endure disasters, which I agree are two key reasons.

I have not yet seen anyone mention what I consider the third key reason. Elon Musk does not just want to take us to Mars, he wants to make humanity a multiplanetary species. Sufficiently many people (a commonly guesstimated figure being a million) living on Mars could eventually be a completely self-sustaining civilisation. Perhaps a sufficiently large space station in orbit around Earth might also be self-sustaining; perhaps such a space station could even provide a refuge from climate change. Would it be safe from global thermonuclear war? What about an asteroid strike? Perhaps. But Elon's goal is to do better than "perhaps".

Settling Mars gives humanity more than one home, which a space station in Earth orbit does not, and arguably neither does the Moon for that matter. It "backs up the light of consciousness", which as far as we know may be unique in the universe - disaster could befall one planet's civilisation (and very likely will, unless we do something about climate change very soon), but the chances of two self-sustaining planetary civilisations meeting catastrophe are much lower.

(Not impossible. A nearby supernova or a wandering black hole or any number of other dangers could eradicate all life anywhere in this solar system. Eventually, for this reason, humanity may choose to expand beyond our solar system and colonise planets around other stars. We've got a lot of tricky problems to solve before that's even remotely plausible, so let's start with Mars, which is likely to be tricky enough).

Are there other good reasons to choose Mars instead of space stations in some orbit?

Perhaps the following non-technical but social argument could be a good reason: Much like in the space-race to the Moon, exploring natural solar bodies with actual humans can have profound and inspiring effects on (both/all) colonies of conscious beings.

Having a spaceship, with humans/beings living in it, floating in some position in space is inspiring, and one could argue that it is another thing for humans to actually start living on the natural objects we can see in the sky.

Such actions might contribute to a change in human perspectives, and even though these changes might be (extremely) difficult to quantify (and predict), they could perhaps be the most important reason for large entities/corperations/goverments to make choices between expanding life on spacecraft and/or on natural solar bodies.

Radiation

I think this is actually the biggest concern, IMO. Astronauts aboard the ISS have a measurably increased risk of cancer due to their higher radiation exposure. Putting enough shielding on a space hab to reduce risk to earth surface levels would be unimaginably expensive. On the other hand, Mars has gigatons of surface rock which makes a pretty decent radiation shield if you have enough of it over your head. I think just 5-10 m of rock provides as much shielding as you get at the surface of the earth, and without the benefit of a magnetosphere or thick atmosphere.

Also, I wouldn't want to move to Mars unless it had full-G facilities (i.e., the majority of the living space was inside a giant centrifuge). The centrifuge wouldn't need to spin that fast, since you only need to make up a fraction of earth gravity, but it would present some pretty goofy geometry, as "up" would be something like a 30 degrees-from-vertical vector towards the center.

Thermal Mass

The ISS faces a 300 C thermal difference between the sun side and the dark side. Just trying to manage that thermal gradient 24/7 must be a nightmare. On the other hand, Mars has a pretty regular surface temp, especially underground, for the same reason that Earth does: you've got gigatons of rocks to absorb and radiate heat. If you need to dump a lot of heat quickly, you can run emergency coolant lines through rock further away from your base, or you can even dump coolant above the surface and hope that it rains or snows back down for collection later, depending on what you are using. If you have a thermal emergency on a space hab, you can dump hot coolant outside, but then you have two problems.

Gravity

The nice thing about working in space is that you don't need to spend structural resources supporting your structure against gravity. The bad thing about working in space is if you lose something, you really lose it. Imagine a solar panel getting sheared off by an unlucky meteor strike. On a planet, if you have a disaster, at least your stuff doesn't float away. No need to manage the total delta-v of your critical systems.

Shielding

Not only is Martian rock good for shielding cosmic radiation, it's also good for shielding different parts of a habitat from each other. Imagine you run a nuclear reactor for baseline power. In a space hab, that's going to be a tricky business. You want it well inside your shielding layers, but you also want it well away from your living spaces. On Mars, you can just put it a few km away from your living quarters and run a power line to it. You can keep batteries and fuel cells in their own area as well, in case there is an overcharging disaster, etc. All that rock on the surface may seem useless, but it's very, very valuable, especially since you don't have to transport it there.

The big problem is that space is empty. To build the space station, people need to haul every single gram there. Every single atom on a space station needs to be shipped there at cost--whether it's from an asteroid, planet, or elsewhere.

On Mars you have the ability to use local resources. You can easily dig and build using the resources at hand without extensive space travel to get the resources.

Another major concern are fail states. If the space station fails catastrophically, you lose everything: water, air, food, gravity, physical surroundings, etc. On Mars, even after a catastrophic failure, you still have gravity and a physical environment of things.

Finally, humans are a gravity-adapted species. For millions of years, our biology has tuned itself to work in gravity, and establishing gravity on a space station is just one step (and one less failure point) you don't need on a planet.

The biggest advantage of Mars is there are resources available on that planet. Run out of oxygen? Make your own! Same with water. Set up refining, and you can make your own metal. Large windows are more difficult in no atmosphere than Mars's thin atmosphere, which makes growing crops easier, at least according to The Case for Mars. I believe this is because of the reduced danger due to micrometeorites, Mars's atmosphere is thick enough that it will essentially negate these tiny flecks, but I'm not certain on this.

All that being said, this is a great debate, and is the single largest difference between Blue Origin's and SpaceX's views on solar system colonization. Time will tell which is the better option, but they both have their pros and cons.