Who wants to go live on Mars, really? Spoiler: you can't survive outdoor, there are no animals there, no trees, no flowers, it's basically a big desert.
Wanna go further? Proxima Centauri (the next star) is really, really far. Actually even a lot further than that. We definitely won't go there, unless we discover completely new physics (but it does not seem rational to count on that). So it's either Mars, or something that looks like Mars (I don't know, Venus maybe?), or living in a spaceship. Which is a bit like living on Mars, but worse.
Let's try to survive on Earth first, shall we? Because right now we (as a species) are failing. And not because of external factors: just because of us.