what we need to develop is extraterrestrial infrastructure. maned and unmanned. fuel depots, mining, manufacturing, shipyards, refineries, agriculture, etc. the idea is to make access to space pay for itself. resources gathered in space would almost exclusively be used in space. to supply space missions and eventually space colonizations. the main cost of space travel is lifting assets into orbit. the cost is coming down but it is likely to remain prohibitively high for a very long time.
you take a layered approach. nearest body is the moon. so what we need to do first is to send a bunch of automated factories to the moon to produce things like water, oxygen, and fuel. perhaps also building materials, nuclear fuel (uranium, helium3, etc), metals, and so on. their job will be to create and maintain stockpiles of useable resources to facilitate future exploration. when enough resources are available to support a colony, then you send the first wave of colonists. their job is to essentially setup a habitat. underground habitation seems most feasible at first. of course when you start to do agriculture, you will need to start building surface structures. once you can sustain a population, then you start seting up industrial infrastructure, mining and so on to allow improvement of the colony.
with the colony up and going you can begin to build launch infrastructure. compared to earth getting stuff off of the moon is a much simpler task. it requires almost no fuel in comparison. also you could put up a linear accelerator to save fuel. resources provided by the lunar colony can now expedite the manned exploration and exploitation of the rest of the solar system.