We'll start from the center of the solar system, and work our way outwards. For obvious reasons, living on the sun would not be a good idea. Even our best of habitats would burn up well before reaching the sun itself; we can consider an orbit around the sun as the default location to place a habitat though. A habitat orbiting a planet has to beat orbiting the sun with a whole lot of nothing around the habitat. Surprisingly, some planets offer such bad orbital locations that a station in the middle of a lot of empty is a good idea, but let's move on to planets.
Mercury is the first planet we come across, and it does not make for a good location either. Surprisingly for such a small planet, it does have an atmosphere, at least as defined by scientists. The atmosphere itself is so far away from the planet and so thin, that by normal definitions it doesn't have anything around it, which is probably for the better. Any atmosphere Mercury could have would be blown away by the sun fairly quickly. If Mercury were to have an atmosphere, the sun's close proximity would create some very nasty storms from the massive temperature differences. It's a dead rock, and worthless for colonization. Amusingly, while Mercury is easily the smallest planet of the solar system, the surface gravity is still higher than Mars'.
Moving out further, we come to Venus, the planet supposedly representing women. It's quite hot (the hottest even), and on the outside has a pretty coppery color, with clouds swirling in its substantial atmosphere. Unfortunately for any would-be colonizer, the conditions are not good. The atmosphere is too thick, giving it a crushing pressure and high temperature. The clouds, while they may be pretty, are really made of brimstone and rain acid. A planet named for the goddess of womanhood, truly remarkable how accurate that became. (Whether I am joking or not I'll leave to the reader to decide) The only positive colonization wise is how good of a prison planet it would make.
Next up is Earth. Rated as a 10/10 planet for colonization. Would colonize again. Getting a little crowded though, make sure to check ahead for any vacancies before attempting a trip.
Last up for the rocky planets is Mars, the planet supposedly representing men. Mars is a mostly dead, cold rock, though initial reports suggest we could breathe life into it and keep it going with only the occasional blow (every million years or so at a rough guess). Until then, the planet's main claim to fame is the low gravity and a lack of hostile conditions. Won't say much, as I've said much more in previous posts.
In-between the rocky planets and the gas giants, we have the asteroid field. By itself, no asteroid is a good fit for a colony. The lack of gravity and an atmosphere are big deal-breakers. What they are good for though, is cheap construction. I've seen some suggestions that would make habitats of sufficient size and shape, done more easily than building it in conventional ways. The likelihood of being able to use old mines as housing might work too. Still much, much more expensive than anything on Earth, but it's best to look at the positives.
Further out we have the gas giants Jupiter and Saturn. Both are unsuitable for colonization, given their lack of a place to land. Nor does hanging out high in the atmosphere seem to make much sense just now. What they do have are big moons, but these are too far away to be reliably powered by the sun without other help. For strict colonization, I haven't seen too much for the idea outside of resource extraction, nor do we have enough data on how gravity affects the body to know if they'd be livable if we did fix all the other problems. Assuming we did find a way to make them livable though, the fun part would be the ease of travel between the moons. Going between Saturn's bigger moons takes approximately the same fuel that a theoretical Earth mission to orbit would. (In practice, you'd get much better fuel efficiency than Earth missions) A simple rocketpack could do for some of the moons. Jupiter's moons are approximately double those of Saturn for any of the notable ones.
At the end of the list we have the two gas giants (also known as ice giants) Uranus and Neptune. Neither are at all useful for colonization, nor are the moons all that notable. Disappointing. Nor is there anything of note past them besides more rocks and ice. Although we haven't yet noted all that's out there, (There's a lot of objects we can only dimly see) I wouldn't expect anything there. Though, coming back to it, Uranus does have one positive to it, for those of a childish nature. Hehe