Sure. You can live on Mars. Although it probably won't be long term, since it would be very expensive to get everything you need from Earth and since you'd suffer from bone degeneration and muscular dystrophy due to low gravity. You can only live indoors there because Mars has a toxic atmosphere with very low pressure. But in theory, humans could live on Mars. In fact, some astronauts will live on Mars for several years. That's it. No other planets in this solar system can be close: the outer planets are extremely cold and the inner planets are extremely hot. Of course we have no way to leave this solar system. Our fastest space probes will need tens of thousands of years to leave the Oort Cloud, which is only half the way to the next star. Unfortunately, we won't know where to go: our knowledge of other solar systems is so limited, we won't be able to distinguish Earth from Venus in the next solar system.