It depends on which is better for humanity to develop and grow easily. The whole reason of colonizing is to move elsewhere to continue thriving, but to thrive we need the resources. And, at the moment, we'll be taking resources with us. It truly depends on which one is suited best for adopting our human natures and how conforming the land is with the human condition. The Moon may be closer, which is easier to reach, but is the atmosphere suitable for releasing oxygen for terraforming? Mars has carbon dioxide, and frankly there's too much there - so much so that the air is unbreathable. Are we going to end up living like goldfish in oxygen-filled tanks, or should we simply save the Earth? If technology allows us, I would prefer to colonize Mars first as there is more room for mankind to thrive.