I'm behind, so far Gordo went to a psychiatrist here.

Almost every place on Earth is easier to live in than any place on the Moon.

Speaking about physical conditions and not political circumstances.

Colonizing everything from the Antarctic to the North Pole is more plausible than settling the Moon. Including oceans.

But the Moon is nice (not talking about regolith that erodes solid materials like diamond dust) compared to the ideas of inhabited space stations in Lagrange points.

My personal favorite is the idea of a colony someplace with gravity and melted water, but chemical makeup of many Solar system bodies is unclear and I'm not sufficiently learned. But that, provided the ability to regularly supply that and communicate with that, could really spawn a self-supporting colony that can survive on its own. Eventually. After Earth turns into something resembling Coruscant or Trantor.

The atmosphere and magnetosphere are really important to me.