As already mentioned Kim Stanley Robinson's Mars Trilogy is an excellent, realistic, very readable and beautifully written account of the colonisation and terraforming of Mars.
I'll also second Greg Bear's Moving Mars, where they're already there but then go about, well... as the title says.A great read.
I also loved Bradbury's Martian Chronicles, it's more poetic and at times almost surrealistic than the other Mars books mentioned here. But highly recommended.
Philip K Dick's Martian Time-Slip is weird and fascinating. A sort of 1960's American suburbia on a colonised Mars.
Oh, and I can't mention Mars without confessing to really enjoying the couple of Edgar Rice Burroughs Mars books I've read. True, they're not about the colonisation of the Red Planet, but they're set there and they're great simple, colourful fun.