Bodies in the inner Solar System have been considered for terraforming and space colonization. The main candidates for colonization in the inner Solar System are Mars and Venus. Other possible candidates for colonization include the Moon and even Mercury.
Moon
The short distance between the Earth and the Moon makes it a natural expansion after Earth. Several key national players in space exploration such as Russia, China and the US have made plans in constructing the first lunar outpost.
References
Colonization of the inner Solar System Wikipedia(Text) CC BY-SA