Should we even consider terraforming Mars?

When I say terraforming, I don’t mean building an enclosure where scientists can visit for short term stays allowing them to do research up close and personal. I’m talking about giving Mars a life-supporting atmosphere, water, habitable temperatures, everything required to support a self-sustaining colony. We’d need to find some way to prevent the newly added atmosphere from being stripped away by the solar winds as Mars’ previous atmosphere (and much of its water vapor) was. Something akin to earth’s magnetic field would be needed as a shield to the solar wind, but Mars is too small a planed to have a large, molten nickel-iron core spinning and generating such a field. It might require importing enough water and nickel-iron rich mass from the asteroid belt to bring Mars’ mass close to that of Earth to pull it off.

With Mars’ greater distance from the Sun, some form of significant greenhouse gas layer would be necessary to keep surface temperatures high enough to allow liquid water and farming, or all farming would need to be done in hothouses. We would need to set up feedback loops to maintain this greenhouse layer within a range that provides habitable surface conditions. Some form of ozone layer would probably be needed as well to provide sufficient shielding from cosmic radiation.

Might it actually be easier to travel to an already habitable exoplanet in a nearby star system rather than try to make Mars habitable?