Venus is far too hot to be useful for anything besides dirigible cities, and what are you going to do there except sightsee the yellow clouds? Maybe it could be terraformed to something livable, but that would take a long time. If that could be done though, it'd be a great place, since it's close to Earth's size and gravity.
Mercury is too close to the Sun and too hot. You could put a city on the dark side, but the city would have to move constantly to stay on the dark side.
The asteroid belt might be useful for mining, as would other places farther beyond, but anything that far out is going to be very cold, because it's so far from the Sun. Also, the Moons of Jupiter are bombarded with massive amounts of radiation from their planet. And all those places have horribly low gravity too, which probably won't work well with human biology, unless perhaps we genetically engineer ourselves to fix that.
Space exploration is great for science and maybe resource extraction, but I just don't see the point of colonization except for a couple of somewhat-convenient places, at least not in this star system. I really can't imagine an "empire" across this solar system. Now it would be really cool if we could explore the TRAPPIST system and maybe find livable worlds there.