I do think the moon is by far the most practical target for a self sufficient colony in the foreseeable future. There are all the resources you could want, you could pressurize existing lava tubes and use them as habitats. There is water, and you can split oxygen out as well. There are rare earths available, so you could even build stuff like electronics and computer chips on site. As you note, solar power is readily available as well.

Once industry is established on the moon, the next step could be to build a space elevator, which we know we can do with existing materials since the gravity is low and there’s no atmosphere. A space elevator would allow moving massive amounts of matter into orbit effectively for free. At that point, we can assemble space ships in orbit that would never actually have to land anywhere. We could also build habitats like the O’neill cylinder, and so on. This would be the gateway to deep space exploration and habitation.

The big advantage of Titan over Europa is the fact that you have an atmosphere. It would make life on Titan feel fairly normal in a sense that you just need to put a thermal suit to go outside. I imagine easy access to hydrocarbons is probably more useful than simply having water, because it means having a supply of energy, useful chemicals, and building material. Water can always be extracted from the environment if you have energy to do that.