So you send hundreds and hundreds of tons of stuff. You need tens or hundreds of thousands of tons of stuff to have any hope of making a colony that can survive for a few years, never mind become self-sustaining.
Multiple spare parts for every single thing, food, water, machinery, power sources... the list is almost endless.
Until there's hard information about what's possible on Mars - exactly what does and doesn't grow, how the seasons really work, how to deal with ecological issues, how to deal with waste, and on and on - you don't even know what you need to send.
There are also the political and psychological problems of keeping relatively small numbers of people in a relatively small space with relatively poor privacy and no natural resources.
It's basically going to be the most expensive and least fun picnic in history.
Almost all of the energy and effort is spent on getting things off of the earth to begin with, everything after that point is comparatively easy, especially if you are willing to take a long time doing it.
The major problem with a Mars mission is that the constraints of getting things into orbit are so oppressive, its hard to send enough supplies and equipment to orbit, due to the exponential explosion of the rocket equation.