Additional shielding, either for people or the entire craft, would require more fuel to accelerate to the necessary travel velocity- and more fuel to SLOW DOWN when you get there. The bits that were involved in landing couldn't be shielded, as the weight would make it a one-way trip (it pretty much is anyway).
If it's a one way trip, it shouldn't be too hard to send the additional shielding material to Mars on a seperate craft before hand. It's not like someone's going to steal it if it sits there for a few months before being assembled.
I'm not sure I see the point of even going to Mars in the first place
The practicality is that, at least right now, it's much harder to wipe out life on two planets than it is two countries. Increased odds of the survival of the human race is pretty important.