Sooner or later we're going to have do it anyway, as the sun will eventually expand, vaporizing our pale blue dot. By then, we will be long gone ... literally.

Colonizing Mars would be centuries in the making. I wouldn't see it as an alternative but as a first step toward colonizing our solar system and then eventually leaving it. I think the problem the powers that be have is that death is most probable in the early missions. We could spend billions on that first mission and have the astronauts die suddenly. It's not only the money but the emotional capital that we would spend on it. We would have to take those deaths in stride and few are willing to admit that would be necessary. Tangentially, have you heard about this possible Venus probe.[phys.org]

It's the nearest planet we could potentially colonise in the not-too-distant future, however, which makes it a logical first step and the most convenient one should we need to vacate Earth in a hurry. To do so, we'd need to create environments habitable by humans; the easiest way to do this would be to use sealed units just as we already do underwater, which could be home to the first humans on Mars while they began terraforming the planet to make it habitable.