We should colonize the Moon before.
Think about it: Giant underground complexes (because, without atmosphere, the only protection against meteors is "the underdark"), huge caves in which you could fly like little bats with portative wings. With the Moon's gravity being 6 time weaker than on Earth, it would be possible. Damn, that would be so cool.
Once a permanent base is installed on the Moon, then we could mine it and make factories. The hollowed-out mines, once exhausted, could be converted in additional settlement space, allowing for the colony to grow regularly; and it's on the Moon we would eventually build interplanetary ships -- the bulk of which would come from the Moon's factories, rather than from Earth, because doing otherwise would be silly.