Mars is also a nine-month journey with no practical prospect of a "turn around and go home if something goes wrong" option. The moon is three days away and a free-return abort is built into the flight plan (along with a direct abort if the situation is dire). The scale of the two missions is completely different, with Mars being vastly more difficult mainly due to time.
I'm a big fan of the lunar base idea. Start there and develop -- or re-develop, as the case may be -- the technologies needed to get us reliably to and from the moon. Lunar habitats can be inflatable, or built underground using locally available materials. Hell, we could put robots on the moon to BUILD the habitats before we ever go there in person, making the whole trip a lot safer. And remotely controlling robots on the moon is a helluva lot easier than doing the same on Mars. Water is present on the moon for rocket fuel. Solar power is reasonable, but a small fission reactor would be much better. The escape velocity for the moon is lower than Mars and vastly lower than Earth. And asteroid capture missions could redirect to the moon instead of Earth, where the risk of "losing" and asteroid and having it impact would be negligible compared to aiming one at Earth and hoping you don't hit a populated area.
In short, a sustainable lunar base could be used as a springboard for future manned missions to Mars and the outer planets. The moon is IDEAL for this for every reason except one: it currently has no infrastructure for building or launching anything. Let's remedy that as soon as possible instead of trying to figure out how to haul everything out of Earth's gravity well and dense atmosphere. Grab an asteroid, send it to lunar orbit, smelt it down in orbit and construct your spacecraft THERE instead of on the surface. Complex items that cannot be easily made in orbit can be made on the lunar surface and launched via magnetic catapults into lunar orbit for final assembly. Or, for that matter, a lunar space elevator. The lower gravity and lack of atmosphere means we can construct a lunar space elevator with existing materials RIGHT NOW. Forget the magical unobtanium needed to make one on Earth; we just turn the moon into our launch platform for the solar system. Long term, instead of just redirecting asteroids to the moon, we can get to Saturn and grab a few cubic miles of water ice from its rings. Sent to the moon, it could provide water, breathable oxygen, and fuel for thousands of missions.