The Soviets (correctly) considered Venus the best candidate for a first extraterrestrial colony: the surface is very hot but at an altitude of 53 km the temperature is 20°C and the pressure is the same as in high cities of Earth like La Paz and Lhasa. The atmosphere up there is 99% carbon dioxide, which can be used to grow plants to produce food and oxygen and is clear to sunlight, and is denser than breathable air. There are also very fast winds at that altitude that circle the planet every 100 hours.

So you can imagine a floating habitat suspended by its own atmosphere, with a teflon greenhouse for food, solar and nuclear power for electricity, pushed by the wind into a 100-hour day/night cycle. Unlike in Mars, a leak in the habitat would not result in explosive decompression but a slow diffusion of carbon dioxide. Eventually a way to mine the surface for minerals could be developed.

Edit: Like @spectre said, I forgot about the gravity! Another huge problem for space colonies (like temperature, pressure and cosmic ray protection) already solved for us.