I hate to be a nay-sayer, but it is highly doubtful that we will ever "colonize" mars. Setting up scientific research stations is a possibility, however resources are the biggest setback we face insofar as setting up a whole colony on another planet. Oil is, of course, declining worldwide, and we'll be hard pressed to find another kind of fuel that can generate as much energy and as cheaply as rocket fuel to propel shuttles past escape velocity.
With the monumental amount of money needed to transport a sufficient number of personnel and machines to Mars to even begin construction (even with the gradual habitat structure drops proposed, it would still take decades to build up a real colony), I doubt any one nation will be able to bear the full cost; designing, building and launching satellites cost enough money as it is. Perhaps the EU will be able to fund such a project, but the US? Doubtful, especially with the budget crisis we face today.
Let's put this in perspective: The cost of building the launchers and the Apollo spacecraft alone came to a total of roughly 67.5 billion dollars. Granted, this was in a timespan between about 1959 to the mid 70's, so if we were to be generous and use 1968 as a point of reference for inflation change, this cost would come out to be $419,070,607,461.38 today. And the missions themselves cost billions of dollars more - see the attached link for more expenditure figures.
Now, that cost is nothing compared to what we've spent in Iraq, however this was a figure for the journey to the moon. Mars is 35 million miles from earth - at its closest point, no less. It would take 6 months to arrive there with our current technology, as opposed to the four days it took for the Apollo shuttle to reach the moon. Obviously this brings in the issue of muscle and bone atrophy; even if humans find some way to enter a "stasis" like the Sci-Fi flicks, their muscles would still break down while suspended in zero gravity. Thus, the astronauts would need to stay awake and exercise to prevent muscle atrophy, as well as a number of other health issues that accompany extended exposure to zero gravity. This means they would need food and water (since they recycle their urine for oxygen, rather than for drinking water) for the whole 6 month journey, as well as supplies for when they arrive on the planet. This mandates a larger shuttle for storage space, which necessitates larger, more powerful rockets to carry them out of earth's gravitational pull.
Bone atrophy is even worse than muscle atrophy, because exercise does not reverse the calcium and bone cell loss caused by zero gravity. Some may propose that a rotating space craft may induce artificial gravity to prevent this, however such technology is highly controversial and there isn't much consensus on how the hell that would work in the first place. And, of course, this will require even more costly R&D;.
An interesting video on Youtube is a History Channel documentary called The Universe on colonizing space, and it outlines a number of valid complications in the plan to colonize Mars (Search "The Universe: Colonizing Space" - it's a 5 part video series. Very fascinating).
Solar winds also pose a problem that will require specialized equipment to survive; intense waves of radiation can wipe out a crew if they're not prepared; satellites that detect a solar wind would have to be posted in space to relay the information to the crew, and a special bunker would have to be built within the shuttle so they could escape the deadly radiation. This would also be an issue on Mars, since it has a very, very weak magnetic field to stop the solar wind. A bunker would have to be constructed there as well. In fact, the colonies might have to be built underground to shield the people from cosmic rays and violent sandstorms; living on the surface with prolonged exposure to radiation could render the inhabitants infertile - not a good way to run a colony.
Colonies built on Mars would have to have supplies flown in to keep the inhabitants alive while they figure out some way to obtain food from the planet. In fact, the first "colony" to be built on Mars would probably be no more than a single structure where a crew of 4 people live. There are a number of psychological problems that come with this, however on Devon Island in the Canadian Arctic they've already built a simulation ground that will be similar to this scenario: one small structure, a small crew to live there for months simulating scientific research. This might be a good training ground to prepare for that.
Also, going back to the gravity issue, Mars' gravity is 1/3 that of earth's; this could cause complications for the humans living on the planet. Their bone cell count would decrease, they would lose calcium, and if they live there for long enough, their bodies would have acclimated too much to the lower gravity to return to earth and function normally.
Once more, I'm not saying missions to Mars are impossible. But colonizing Mars is a whole other story, and we really should be focusing on the missions themselves rather than get ahead of ourselves and assume that we'll even get that far. Anything is possible, however at this moment the future for such elaborate scientific expeditions looks rather bleak, simply because of our economic situation. We really need to get things together here on earth before we spend a huge amount of money on colonizing another planet. The only feasible way we could fund such a project would be if the nations of the world joined in larger unions similar to the EU, to pool economies and funds. That is, unless the US recovers from its current rut enough to delve into these experimental and very costly expeditions.