There are millions of objects out there large enough to house tens of thousands of inhabitants, and all of them are abundant in water ice and other essentials such as ammonia, carbon-rich compounds and significant amounts of deuterium and helium-3.
Colonists could live in hollowed-out Kuiper Belt and Oort Cloud planetoids and comets. Those objects could have their rotations modified to generate a simulated gravity close to that on Earth, and they could even be converted into slow interstellar ships (generation ships).
All of this potential is something that seems to be almost completely ignored by governments and space agencies. That is a grave mistake.
Callisto would be the ideal 'stepping-stone' to such habitats. It is far enough away from its parent planet, Jupiter, to avoid its fierce radiation belt, and it does not suffer the damaging tidal effects of the other large inner moons such as Europa and Ganymede. Here's an illustration of a base on that moon:
A large human colony could be created there within a century or two. The abundance of water would make it the ideal place to manufacture fuel for the transports that would take colonists out to the trans-Neptunian objects.
It is quite astonishing that a space programme is not already in place to colonise Callisto. The benefits to the continuity of the human species are obvious and enormous.
Of course, there is the risk that the Oort Cloud is already colonised. Like the Kuiper Belt, the Oort Cloud is the ideal place for extra-terrestrial intelligences to monitor our activities in secret. The only way to find out is to go there. The only mission heading that way is NASA's New Horizons - and that's only going to a couple of Kuiper Belt objects. Dozens more missions are necessary. especially to the Oort Cloud. It should be given the highest priority as the colonisation of such objects is a higher priority than the colonisation of the Moon and Mars.
We need to begin a slow and steady exodus from the Earth, and the resource-rich objects at the edge of the solar system are the first best options for the construction of the colonies and star ships required to ensure the survival of our species and to take us on our first journey to the stars beyond.