People will work their entire lives to leave a legacy yet so many years after they die, they are forgotten no matter how big a company they built. You think anyone will know who Mark zuckerberg was in 100 years? Do you think anyone will know who bill gates was in 500 years? But if you are the first man to walk on another planet, your name will be remembered for all time. 100,000 years ago, when earth children are learning about the past, they will read about <insert your name here> who was the first man to walk on another planet. They will see a picture of you in their text book (or whatever they use in the year 102,012). I mean, thats really something.
Like the other guy said...you are going to die someday anyway, and at least on mars there is no chance you are going to get hit by a car, or shot by some thug who wants your money.
Best part though is you never have to pay taxes again! Also, if you are the first one there, you are basically the King of the world...literally! All the land is yours! The whole freakin' planet! Who on earth could ever say that?