I was musing about it last night, and I've decided that the safest place to build a permanent base within our solar system would be in low orbit (and low inclination of orbit) around Jupiter. The massive/strong magnetic field would protect us from particle radiation that is the byproduct of nearby supernova explosions. There's still the whole asteroid/comet collision thing (Shoemaker-Levy 9, anyone?, but now you're an orbiting colony, and you can alter your trajectory. Then you've only got several million other engineering problems to worry about!

Food for thought.