There are multiple interesting targets in our Solar System, that might be settled in the future.
The Moon of our planet is the only object in space, that the human have ever entered. The Moon will probably be one of the first places that will be settled, because of its close proximity to Earth. If fusion reactors will become reality one day, Moon is an interesting object because of its resources of helium-3, that can be used as a fuel in them.
Inner planets in our Solar System alongside Earth are Mercury, Venus and Mars. Mercury is a hot planet without an atmosphere. Venus and Mars are good candidates for terraforming, and Mars is probably the next object we’re heading, after Moon. When going farther in to our Solar System, after inner planets there is an asteroid belt, which may be used to harvest valuable resources.
Large gas giants, Jupiter, Saturn, Uranus and Neptune are located farther from the Sun. These gas giants might be used as a source for resources, such as hydrogen and helium-3. The moons of the gas giants are interesting objects, and many of them may actually harbour life. Cold temperatures, however, will be a problem.
Even further, behind gas giants, there are some smaller objects, and for example, the dwarf planet Pluto. We already know something of these objects, but as they are far away and small, the exact composition of them is hard to define. Outside of our Solar System, there are exoplanets, and for example, in our galaxy there are billions of them.