[ryanmercer]

Any material will work if thick enough. Thick concrete, water/ice. It just has to be thick enough to also handle the secondary radiation from higher energy stuff. We're talking a need for several feet of concrete or several inches of lead.

For a rocky body like Mars the 'easiest' solution is simply excavate trenches to put your habitats in and then piling several meters of regolith over the top, or using lava tubes/caves. If excavating was too difficult you could similarly just make bricks of compressed/fused regolith and pile them up. Titan has a rocky core but is mostly ice where a manned mission would be, there you'd probably just carve out large blocks of ice and place them around your habitat.

The best universal solution would probably be some sort of sandwich of materials that was still decently thick.