How are we going to actually build structures large enough for long visits (weeks or months) or colonies on the Moon, and for more than a year on Mars? Many people will imagine the logistical difficulties in hauling huge and heavy structures such vast distances. The need to shelter people against radiation and meteoroid impacts may seem insurmountable (think thick and heavy metal walls).
Mr Bigelow of Bigelow Aerospace has of course been developing inflatable modules for exactly this sort of purpose. Those who have been following his plans to build a private space station using inflatable modules will also understand the possibilities of using similar inflatable structures on the Moon and Mars. Relatively lightweight and small, these will be easier to transport. He's had a test module on orbit undergoing long term tests. By the time we are ready to develop equipment for deep space missions, the inflatables will have had a few years on orbit to thoroughly prove the concept.
You won't even need to transport inflation air to Mars, just bring a compressor. Solar ovens will eventually be able to cook out oxygen and other gasses on the moon.
A couple inflatable modules could also be used as the core of a Martian spacecraft. Several modules launched separately and connected and outfitted at the space station could, along with a rocket module and the lander, comprise the majority of a Mars spacecraft. For the long journey each way, the inflatable modules would offer greater living and storage space than may be easily launched using metal modules. Such a Mars spacecraft could be parked at the space station between missions, and be re-supplied with fuel and consumables. A similar design could also be used as a regular shuttle to the Moon, offering great space for supplies and people. Certain plastics offer greater radiation shielding than metal, as does water--water tanks can surround crew compartments.
Referring back to my earlier post on using Lunar and Mars caves, inflatable structures could be set up in such caves for unbeatable long-term radiation and impact shielding. The caves maintain a fairly constant temperature, therefore dramatically reducing heating and cooling needs.
Don't think that 'long term' logistics aren't also valuable for relatively short visits. Landing such modules will allow repeated short visits to be well-equipped and more productive, in the same way that the base camps at Mount Everest offer a permanent support base for mountain climbers. The modules could be landed robotically on Mars in advance of the arrival of the crew.
Inflatables indeed are a advance in size, weight and shielding.