Yeah that would be the way I would go.
The moon is a far tougher environment but its much closer.
How so, tougher? We saw the Apollo astronauts moving around with no problem. How is a near zero atm. pressure tougher than a 0.01 atm. pressure? Well, there's temperature, but like I say, it didn't bother the astronauts, although I guess they did avoid the "noon sun". But still, I find it hard to think that this is a deciding issue. If you had a base, you could stay inside as necessary.