Actually that would be the worst reason to live on another planet.
Take your average totalitarian state. Say China. Multiply times 10.
That would be what living on another planet will be like.
It wont be some pristine unexplored planet, where you'd be let to go settle anywhere you like, explorer style.
At least not on the solar system.
It would be something like a small, tightly controlled, and highly co-dependent colony, where everyone must stick together. There will be less room, no places to just roam (except with your suit and air). Away from the food, air, generators etc, would be mostly death. Oh, and at least for the first decades the government and/or some big corporation will select who goes and who can't go.
And everybody will be monitored 24/7, first because it would be made with high tech, which can just as easily include tracking chips, smart doors, cameras, and so on, and because if anybody goes crazy/suicidal and does something stupid, they can get everybody killed easily (e.g. sabotage something)...
If you want that kind of freedom of being deviant you'd be much more likely to get it in Alaska, Antarctica, Siberia, and so on, than in another planet we're going to go anytime soon...
Or it would be like the Puritan settlements in the New World - a totalitarian state, sure, but one that shares that fetish/deviant lifestyle/whatever of yours.
And you think that going to the New World was cheap? I would have to disagree. Religious groups can bring surprising amounts of money to bear for things that reduce the chance of eternal damnation.
If the price of space travel comes down enough for colonies to be viable, I would not be surprised to see a mix of governmental, corporate and religious settlements setup.
>And you think that going to the New World was cheap?
Dirt cheap. They were persecuted people, they gathered, paid together for a ship to take them, and landed there. Money weren't that good where they settled, as there was hardly an economy at the time. Most of the stuff they built themselves, started growing, etc.