There's only two sources of power on other planets/outer space, and that is nuclear and solar.
Wind and water and biomass and geothermal and fossil fuels are out of the question, because of lack of said things or lack of oxygen to burn anything.
That being said, "nuclear" only works if it's steady-state and does not use water/air input. That excludes steam engines and such, and basically only leaves RTGs (Radioisotope Thermoelectric Generator).
These are solid-state devices (meaning they have no moving parts) and convert the heat directly into electricity using TEGs (Thermoelectric Generator). They don't need water or air input.
RTGs have an overall fuel efficiency of around 3-5%, meaning they translate around 3-5% of the radioactive decay heat of the nuclear material into electric power output.
The real issue with Mars is the gravity well. You either need to chuck a fuckton of asteroids at it to make it about 3 times bigger, or invent a way to make a tiny black hole, and stabilize it at the center of Mars to have enough gravity that humans can really live there.
Venus is almost the exact same size as Earth and just needs some water to create oceans, and cyanobactera to deal with all that pesky methane and CO2
Edit: sorry, just realized what comm this is.