As is mentioned in many other places on this website, the goals of mining the Asteroid belt is the destiny of our species, for it is only the Asteroid belt which can make easily possible the building of vast space stations, with volumes of material matter surrounding and shielding said space bases.
Of course we could hollow out small moons etc, or hollow out large asteroids, but 5 minutes of thought suggests that it would be so much easier to compile these loose bodies from the asteroid belt to form these sheilded bases, as well as possibly sending back to Earth any number of solid meteor bodies which may be composed of great varieties of valuable minerals and PGM's.