Mars is easier. At least until the day comes when we can order the materials for O’Neill cylinders from Space Depot, for delivery by Amazon Planetary, and assembly by illegal Mexican work crews.
Actually, no. When O’Neill proposed it, it was doable at that time. It makes the ISS look like a tinker toy and would truly permanently put man into space. With that space station we could easily launch from the moon or space station orbit to access the asteroid belt for mining, the moon for water,etc. No gravity well.