Before we can move on to sending a manned mission to Mars, or even to Mercury, we need to establish a greater presence in space. Living on the moon would offer advantages such as a stage for training astronauts in effects of long term isolation, and also could be used as a supply station for future deep space missions.
From the moon, a station could be established at L-2. Here, spacecraft could be constructed without being encumbered by gravity, getting supplies from the previously established lunar base.