Should NASA Go to Mars?

Yeah, Bush proposed a moon station that could be a springboard to Mars and I like that idea. I have wondered often why we have an orbiting space station when it seems to me that a space station on the moon would be more stable. Am I the only person to think this, or has this theory already been debunked by some snotty scientist dude? Anyhow, moon then Mars seems awesome. The technology invented in the process would be worth it.