#Moon first.
Moon first.
It’s close and it offers a staging area for subsequent space industrial development.
#Belt second
Belt second
Follow the money: people will prospect and mine the asteroids. An intermediate structure between moon industry and pure open-space structures would be to build out from Ceres and Vesta. Huge heavy industry of mining and refining!
#Earth
Earth
It's been pointed out that the Gobi Desert is more habitable than Mars and people could go there cheaply now. Why don't they?
The technology of closed ecosystems and self-sustained cities that would allow people to live on Mars would also allow them to live in extreme environments on Earth, first. Areas without water or other resources are open just as much as Mars is, and the tech that’s not perfected yet will be applicable here because you can still go get more water etc. when you have to supplement the imperfect system.
#from there, everywhere
from there, everywhere
Once space technology is mature and life support systems are mature enough, they can go anywhere. So the local economy and politics at the time will dictate what comes next.