One of the first things we should do is to colonize the moon. Its full of resources, nearby, and gets more solar energy from the sun than earth. If we were to colonize the moon we must first realize that importing resources is expensive and impractical, so most if not all of our resources must be obtained from the moon. A developed moon could be used to launch much cheaper rockets into space, allowing for expedited colonization of the rest of the solar system. Mars is a logical next step, it has all the resources locally to make a second earth through terraforming. The asteroid belt may have far less resources than the moon, earth or mars, but its much easier to have the choice of materials you want. From the asteroid belt humanity could expand into the ice moons. Titan, Callisto and Io are all interesting prospects for resources, energy, or habitability.
Humanities development into space
By Katharsis