Since both the Moon and Mars would require a carefully constructed closed airtight environment or else people will die, I’d take the Moon because it’s easier to leave the Moon and go back to Earth if something starts to go wrong. On the other hand, it’s not so easy to leave Mars and go back to Earth.

Partial lunar eclipse
I took this photo from the street in front of my house in Amarillo, Texas, during a partial lunar eclipse. You can see the upper left corner of the moon is darker. The green light in the foreground is a streetlight on Pagoda Drive, Amarillo.