A much more practical goal would be to colonize the bottom of the ocean. Not that colonizing the bottom of the ocean would be very practical, just more practical relative to Mars.
The ocean is much more accessible, has life already down there, there is some oxygen, it's not radioactive, and it has a level of gravity that humans evolved to over their entire existence. You'd also be able to get internet access down there. Plus, it's probably much more interesting as there are far more things left to discover down there. Mars is just a super shitty desert. People only want to go there because no one's ever been, but once they go, they won't care anymore.
Colonizing the bottom of the ocean would have many of the same practical benefits of colonizing Mars, as well. It won't save the human race if the entire planet is destroyed, but short of that it offers some protection from most of the other existential threats (disease, nuclear war, asteroid strike).
That being said, it's not clear what would sustain an undersea colony. Only a fully self-sufficient geothermal-powered setup would be properly effective as species-insurance.
The ocean is much more accessible, has life already down there, there is some oxygen, it's not radioactive, and it has a level of gravity that humans evolved to over their entire existence. You'd also be able to get internet access down there. Plus, it's probably much more interesting as there are far more things left to discover down there. Mars is just a super shitty desert. People only want to go there because no one's ever been, but once they go, they won't care anymore.