The closer a planet's gravity is to Earth, the less of a problem this is. Atmosphere - Some planets have no atmosphere. Some have atmospheres that will crush people. The hotter or colder a planet is, the more energy it will take to change the temperature. Miscellaneous - Some moons have active volcanoes that cover the entire moon with boiling lava regularly.
Some planets have no ground.
There is a lot to think about, so you may want to focus in on certain of the above topics. All in all, Mars is probably the best choice for long-term human settlement. The moon is the most logical first step, because it is very close. Venus might seem like a good choice, but it is really a very bad choice. It is very hot, has a crushing atmosphere, and may be covered with molton lead.