I'd like to imagine myself sitting in a spacesuit on the surface of Io, gazing over its rolling volcanic mountains and the lava flows erupting kilometres into the air, not to mention the almighty Jupiter looming in the distance.
But by then I would have received a lethal dose of radiation.
In all seriousness though, to establish a colony anywhere in the solar system, one of the primary concerns is radiation. Io, Europa and Ganymede would have intense radiation levels so a surface base wouldn't really be a good idea. Subsurface, perhaps? Speaking of subsurface, I wonder if one can create a colony on the seafloor of Europa—if the underground sea does indeed exist. Geothermal vents would provide a source of heat, and you can also use geothermal or hydro power to generate electricity. With electricity comes greenhouses for a food supply, and I think the water can be used for electrolysis and just general consumption. Do correct me if I'm wrong.
Not exactly sure how one would actually get tens of kilometres under the crust without receiving a lethal dose of radiation, but hey, we're just generating ideas.
Beautiful, yet gently terrifying