This New York Times article makes a case for a one-way mission to Mars (registration required). It’s a brilliant way to cut the costs of an initial Mars mission. Despite that they’d never see Earth again, there would still be no shortage of volunteers for such a mission. The article also makes the point that they wouldn’t die right away. So, you drop them off. Eventually, you’ll drop off more, and you’ll have a colony built piece by piece. Making one-way trips is the most practical option for human Mars exploration and colonization.