We aren't really looking for liquid water [0], as you say that evaporates pretty much instantaneously. Rather we are looking for ice, the pheonix lander confirmed the that this exists naturally on mars [1]. In the worst case water bound to the soil that can be baked out [2].
As for the atmosphere being stripped away, that's not really a concern on time scales humans care about. Though I've heard people talk about setting up a artificial magnet field to reduce the amount of radiation you receive, which should also prevent this.
[0] Well we are, but as a scientific curiosity not as a way to sustain a colony.
[1] http://www.nasa.gov/mission_pages/phoenix/news/phoenix-20080...
[2] http://www.space.com/22949-mars-water-discovery-curiosity-ro...
In the long term, mars lost its previous atmosphere over billions of years. If you have the technology to rebuild an atmosphere in human timescales (few hundred or thousand years) the atmospheric loss is small enough that it almost becomes a rounding error. Maintaining it should be easy.