Mars

And the bottom of the sea has insane levels of pressure. Antarctica is better, but it is still subject to international law and any shit that may happen on Earth.

This. And remember that we will need big rockets to get there.

Only if you want to fully terraform it. There is no reason why we couldn't build some kind of enclosed areas with oxygen, water, and crops, and just live in there, and wear some kind of space suits to go outside. We might even be able to work out a way to have robots construct the shelters before human settlement takes place.