For colonisation, Mars. For terraforming, Venus, for one simple reason; you need to. It would be perfectly possible to exploit the resources of Mars without a large scale terraforming effort, so why would we? At some point it may become worthwhile to spend the millennia or more required to terraform Venus (even if you remove all solar heating the ground will take an absurdly long time to cool, and even with artificial assistance weathering is going to take a long time to reabsorb all that CO2), but it is way off even being seriously considered. Sure you can do a cloud city, but why would you? You are severely restricted on what elements you have access to, particularly hydrogen. That makes getting off it again nearly impossible. A major consideration is that any colony will be highly dependent on Earth for a very long time, so needs to have something worth trading. I don't see what that is for Venus until the surface is accessible. Even then, the cost of getting it back from Venus will be prohibitive due to the high gravity and scarcity of hydrogen. Exploitation of Venus needs multiple game changing technologies to be viable.

I'm getting more convinced by a the viability of a Martian colony, mostly because it once had running water. That means gold deposits should exist that can give investors some return fairly quickly. Asteroids can have as much mineral wealth, but if it is not concentrated then retrieving it will be harder. Additionally an asteroid expedition will probably need almost everything taken with you, while Mars has carbon and nitrogen in abundance, while hydrogen is accessible with some effort. A Martian colony can expand rapidly on it's own, unlike most other places. It then works as a better base for further exploration, having less of a gravity well to escape.

An alternative worth considering (if you can deal with the radiation levels) is a Jovian colony system. Near the sun you are stuck with either being at the bottom of a giant gravity well, or no hydrogen (or both in the case of Venus). Further out you are typically energy starved. Io is the exception though. Instead of getting energy from the sun, it has massive energy availability because of tidal forces on it, while being close enough to Europa for volatiles to be available relatively easily. The volcanism on Io also probably drives significant fractionalisation of minerals, potentially making exploitation easier than on most moons (though not anywhere that had had running liquid at some point). You would probably still need some nuclear energy on Europa to split water into rocket fuel, but most of the industry can take place on Io. Fancy moving to Hell?

The Saturn system offers Titan, which has potential. It has good light element access, and good energy availability from strong prevailing winds. Very easy to escape as well, because we can already build jet engines capable of getting within touching distance of orbital speeds there. Fans of space planes should go here first. Lack of metal or rock might prove a problem though, unless you can build everything out of plastic. Life will struggle without additional nutrients. I couldn't find any information on whether there is any exposed rock or not, but I would guess not.

The ice giants might prove extremely useful if we really need helium. Nuclear powered aircraft bases that supply craft that use nuclear hydrogen engines to escape are probably the easiest* source of helium in the solar system, requiring nothing radical to work. A base on a moon of Uranus for managing the operation is the first option that really offers something that not even earth can offer. Like Saturn, it would need heavily artificially supported, but helium is one of the few elements that has no substitute. It may be justified.

* It isn't easy by any stretch, particularly docking a vehicle able to enter from orbit to another vehicle optimised for slow flight in an atmosphere. You almost certainly want the base to be a fixed wing aircraft from a reliability standpoint (though a hot air balloon might be doable), so it will probably be moving. I guess you could do a rocket hover with a hook setup. To make matters worse, even with nuclear hydrogen engines the escape system probably needs to be multi staged, so you will need to re-catch the booster every launch too!