You don't need to go to the asteroid belt to get to meaningful asteroids, and in fact many fantastic candidate asteroids come much, much closer than Mars.
Some asteroids are water rich, some asteroids are mineral rich. Many mineral rich asteroids appear to be 'hydrated', meaning that among the rocks they contain ice. Solar power will be more effective on an asteroid in NEO than on the surface of Mars, but gravity will be lower. I don't know that we, as a species, really know which will be harder. They'll require different technologies, but the raw materials exist in both places sufficient to manufacture fuel.
We have a lot of experience with chemical processes like fractional distilling that will take a lot more work in micro-gravity. Yeah there are tradeoffs, but my hunch is the surface of Mars will be a lot more familiar.