To return to Venus:
1. We can build our flying base while the algae terraform the athmosphere. (We don't need them, it's just more convenient than energy hungry life support systems)
2. Most of the acidic substance are found in the lower athmosphere. Our base and the algae should be safe.
3. Why would it be easier to send warships towards the sun. The gravitational well is not that much of an advantage, and their ships will need to be armoured more against flares
4. A base on Venus would be hidden. You can't see through the athmosphere, the artificial magnetic field will shield us from radar and solar flares, and we can move the whole thing around.
Now: on the point of a lunar base.
1. Close to Earth. I mean, they can already reach it
2. Few resources.(Both energy and metals). For energy you only have 3 2 options
-Solar (Easily damaged by flares and micrometeroids)
-Nuclear fission/fusion. Both lack resources. You would need to import uranium/thorium for the former, and deuterium for the latter. While the moon does have water, it only has it in minimal quantities. Deuterium is a rare isotopes of water, so you would need to crunch extraordinary amounts of rock to get the required amount. While there are a lot of minerals (mostly silica,alumina and iron II oxide to be found in the crust), refining them would require lost of energy, and in some cases water.
3. Dangerously unprotected. The moon is not protected by Earth's magnetic field, and it doesn't even have an athmosphere. You would have to build your entire base underground, further increasing costs
I can see a lunar base working, with our current or near future technology it won't be able to develop further then a small scale .
Mars
-Mars has more or less the same problems as the moon. Thin athmosphere and no magnetic field, toghether with a shortage of energy producing resources. (solar pannels are not a good idea here. Sand storms are common on Mars, and the dust tends to stick to the pannels. For that reason Curiosity(Nasa's new rover) is equiped with a nuclear battery rather then the solar pannels of it's predecessors.)
For Titan
- Titan does not have it's own magnetic field, and is only part time protected by Saturn's magnetic field. (Which, btw, is slightly weaker than Earth's). So whenever it leaves that field, parts of the athmosphere are ionized.
Europa
- Europa is in orbit around Jupiter, which has a magnetic field almost 20 times as strong as Earth. However, I'm not sure wherether this will mean it protects the moon.
However, Europa does have it's own magnetic field, most likely caused by interaction of Jupiters magnetic field with a conductive layer on Europa (most likely a massive salt water ocean)
For both I doubt they'll be able to whistand a direct hit by a mass ejection from the sun. (Rather then the constant of solar wind particles)