Living Underground

It seems that if we want to move to live on other planets, the surface is probably the worst place to live. On the surface you have to deal with weather, atmosphere (or lack of), possibly solar radiation, dangerous dust (which inspired me to write this), etc.

If we’re going to plan on building colonies on the moon, Mars, etc. why not just plan to build the colonies underground? I know a lot of people probably hate the idea of living in caves, but it just seems to me to be the best way to go about things.

I know this isn’t some new revolutionary idea, but I guess for my sake now, when I try to envision living somewhere in space, I’ll picture something underground rather than some fancy tent or glass dome on the surface.