In this planetary system (the Solar system), Mars is the most likely candidate. In its favor: solid surface, slight atmosphere and not horribly cold. Against it: extremely thin atmosphere would let smaller meteors hit the surface, it is cold, massive dust storms, no appreciable magnetic field to shield against solar particles, no ozone protection from UV, and no oceans to help ameliorate daily temperature swings and supply that very necessary ingredient for thriving life.
Mercury will not work, except perhaps at the poles. Someone else suggested a ring at the planets terminator (sunset line), but that's based on old data. Mercury is not tidally locked and has a 3:2 rotation to revolution resonance. Nearly all of the planet's surface is alternately frozen and scorched. No atmosphere also makes it impossible to live except in protected, self-sustaining shelters.
Venus is the hottest planet with an oppressive pressure at the surface -- nearly a hundred atmospheres of pressure. Gravity is very similar to that on Earth, but we'd have to do something about thinning the atmosphere and partially shielding the planet to cool it off somewhat. Terraforming this world would prove difficult and expensive.
Jupiter, Saturn, Uranus and Neptune have no solid surfaces and they are incredibly cold. The larger moons of Jupiter are bathed in high radiation and remain extremely dangerous and frozen.
We have not yet discovered any Earth-like worlds beyond the Solar system, but with well-over 500 planets yet discovered (each more like Jupiter or Uranus), there is little doubt that smaller worlds like Earth will one day be found. The difficulty with humanity claiming those worlds lies in the incredible distances to them. As fast as light is (7 times around the Earth in one second), it takes 4 years and 4 months for light to cross the gulf between Earth and the closest star system. Our fastest space craft would take hundreds of centuries to cross that dark sea.
We clearly need a new type of propulsion system -- something which doesn't rely on Newtonian, action-reaction physics, but which manipulates the fabric of space.