I agree that it’ll be generations before there are any successful ones.
Deep pockets (gubmint, basically) would be necessary.
Sapphire (or sapphire metallic foam) domes could be extruded in space (sapphire is a form of aluminum oxide) using readily available asteroidal materials, and dropped right down onto the Martian surface. These could be quite large, sufficient for an agricultural lifestyle for an entire family, or quite a bit larger.
They’d be built by robotic manufacturing, and they’d be fairly reasonable for something that’s pretty effin’ expensive to support independent agriculture. They’d also have to have some ready supply of water, nitrogen, and oxygen. This approach represents probably the only practical way to sustainably “terraform” Mars.
http://www.google.com/search?q=sapphire+dome
http://www.cnn.com/2013/03/21/tech/mobile/sapphire-smartphone-screens
http://science.howstuffworks.com/transparent-aluminum-armor.htm
http://www.freerepublic.com/focus/news/2940263/posts?page=21#21