I know, it's a misconception. The mythbusters did a good one on the Hindenberg. It turned out that in fact the problem was the mix of aluminium and iron oxide used in the paint on the outside of it. This mix ignited because of static electricity, and it's basically thermite. Anyone who remembers at school dropping a small piece of zinc into hydrochloric acid and doing the 'pop test' would know that hydrogen does not burn slowly, it either explodes, or does nothing at all, it's optimal oxygen mix is very very tight. With careful engineering of a mix of CO2 or argon or so, you could make it nearly impossible for a hydrogen balloon to explode.
This idea makes a lot of sense, if you have something already in orbit, you can use its mass and orbital adjustments to allow it to swing quite a lot of weight up into orbit, and from there, well, even ion drives can push hard enough to get moving, and they have found now they don't even need a feed gas to push off with.
But the bigger problem, which has not been addressed, and which is why there is a shadow of doubt over the apollo missions, is that shielding against radiation is not sufficient without a lot of very heavy, very expensive lead and/or beryllium coatings. Simply flying regularly at 30,000 feet can raise your risk of developing cancer a lot.
Outside the earth's magnetosphere, this is even worse, and then, as you did mention, there is a further problem on Mars, whose magnetosphere is not sufficient. In fact, this is probably the main reason why mars is not teeming with life, and why theories of it ever having supported life are highly dubious, in my opinion. Earth is not just in the optimal temperature zone, it also has enough ferromagnetic materials in its core (mainly iron) that combined with its rotational momentum and seismic effect, produce a strong enough field to produce a magnetic shield against the radiation of the sun.
This will be the biggest problem with post-terrestrial migrations. I don't think it will be feasible in any large numbers until there is a cheap and effective radiation shield system.
a few feet of dirt and rock is pretty good shielding. On planets/moons with no/thin air living underground would seem to be the safest thing to do.
One other thing is odd.
Nitrogen.
Earth is the only major planet that has in it's atmosphere in any significant concentration. Every other planet either has none or very little. Then there' the . The moon Titan . Titan's atmosphere is thicker than earth's and has a LOT of nitrogen.