Phobos

Phobos is a moon of Mars, our nearest neighbor in the Milky Way. Likely a captured asteroid, it is a mere 4000 miles from Mars, the same distance from London to New York. Long, long ago a major collision nearly destroyed Phobos but it managed to survive. However, this collision caused massive and irregular caves to form within Phobos as the moon reformed from a ball of rubble back into a solid body. These natural caves are of particular importance to the future of humanity as they could be our home away from home. The exterior of Phobos is constantly baked by deadly radiation that would make living on the surface impossible. But the caves would be a natural shelter and safeguard against said radiation. Phobos would also make it possible to make quick trips back and forth to Mars. We could study and prospect on Mars and then escape back to Phobos when the dust storms kick up. However, we'll have only a limited time to take advantage of Phobos as, after a matter of millions of years, it will be dragged down to Mars by its gravitational pull.