Where should the first explorers stay on Mars? Living in the landing craft would require a fairly large craft. This translates to more weight to haul across the void between Mars and Earth. Therefore, more fuel would be needed. Unnecessary weight is not the economical way to fly, especially if it is long distance. (See Also: Propulsion)
Caverns and other underground shelters would require that drilling equipment be brought and that is more weight. It would take a while to burrow out the necessary space for sufficient shelter. Although this method would provide protection against the elements, the time to construct it and the weight extra of drilling equipment will prevent it from being on of the one of the very first habitats for men on Mars.
Domes are probably the best choice. The material could be made on Mars, and very little would have to be brought to Mars. The only things to be brought to Mars would be bacteria cultures to harvest Carbon, Iron, and Hydrogen, and manufactured plastic. In addition to bacteria and molds, little electric furnaces would need to be brought in order to create iron and/or steel.
The iron could be harvested from the Iron-Oxide (FeO2) in the soil and diatomic-Oxygen could be used to burn in the electric furnace or pumped into the atmosphere (of Mars or the living space (FeO2--> Fe + O2) or ozone could be released (3FeO2--> 3Fe + 2O3). Iron could then be used as support for the dome and structures inside it. The same process is used to create steel as is used for iron, but Carbon is added to the steel.
The plastic could be simply laminated Plexiglas© (monomer: CH2=C(CH3)CO2CH3). Bacteria could be used to build the monomers and secrete it. If they don't secrete the monomer the bacteria will have to be broken open (i.e.: destroyed) to get the plastic (not the preferable choice). In this case we should let the bacteria grow until they die of being too full of plastic. Then the electric furnaces could be used to melt all the raw bacteria's "monomer goo" together into "polymer" goo that could be molded to make panels or anything else that is needed (windows, visors, and lab equipment are some examples).
A simple geodesic dome.
This should provide sufficient protection from dust storms and most natural phenomenon. Yet, if there were a meteor shower, the Plexiglas© would shatter. Therefore all the inhabitants of the city should have a pack of air (oxygen is flammable) and a respirator to be able to get to a safe place quickly. To back-up the main panels there should be panes that hang vertically so that if there were a breach the pressure difference would close the vertical panels and, hopefully, keep them shut until repairs can be made. The pressure should add to the stability of the dome, strengthened by the huge differences in air pressure.
The best type of dome would be a geodesic dome. This is a dome made by triangular panels and metal supports linking the panels. Epcot, at Disney World, is an example of a 100% dome (the entire dome is erected). A more practical approach would be a 50% dome (only half of the dome is erected; this yields the maximum area to work in). This method would be favored so that the Martian inhabitants (most likely geologists, biologists, and physicians at first) don't have to create curved pieces and fit them together perfectly to prevent a pressure breach. The domes could be used as cities, greenhouses, and/or other external (from the main city) buildings. If erected correctly, they would be easy to link together. (See Also: Cities)
Domes would be the best choice of starting habitats. They are easy to build, reliable, but require many things to be transported to Mars.