Okay - first - the big difference between Mars and the Moon is its atmosphere. So - even with the Earth with its thick atmosphere - you don't actually have to do aerobraking and re-entry. But - you'd need a huge amount of energy to first slow a spaceship to a halt so that it can hover above the atmosphere, and then slowly lower yourself down into it.
It's the same with Mars - it's got a much thinner atmosphere - but still - it makes sense to use it for aerobraking.
If you use the Mars atmosphere to slow down, then it takes less fuel to get to the Mars surface than to the lunar surface (though a lot more than for the Moon to get back again).
So - even though Elon Musk designed a spaceship that will land on the surface vertically and take off again - it's not going to just go all the way to the surface without aerobraking - that would be madness. Though he hasn't said how it would work, it has to use aerobraking.
So then the problem with aerobraking is that once you hit the atmosphere you are committed. You can't just fly back up again - that uses a huge amount of fuel.
So - again - there is no point taking all the fuel needed to return back to Earth with you to Mars. They would make it on the surface - or send it to the surface in advance with another mission.
So - the spaceship once it hits the Mars atmosphere - it is committed - and it can't fly back to orbit, because it won't have enough fuel to do that.
So - you can't really do an Apollo 10 type landing - go all the way to the surface, almost land, and then return to orbit - not on Mars. Not unless you have some hugely powerful rocket that doesn't need to do aerobraking and just cruises to a stop, hovers above the atmosphere and slowly lets itself down.
Who knows, maybe some day we have that technology but nowhere near it yet.
Instead - the first step is to do orbital missions around Mars. And explore the surface with telepresence. Using the likes of the virtuix omni omnidirectional platform for moving around on the surface just as gamers do already in virtual gaming worlds, and the likes of the occulus rift so that you can experience everything as if there in person.
This is a technology we didn't have with the Moon. It can let us explore the surface of Mars - just as if we were there in person. Indeed once this technology is perfected for Mars, likely to be far better than in person because not hampered with our clumsy spacesuits - and with enhanced senses, live streaming of everything we see so everyone can see what is happening just as we do - and best of all - no danger at all to the human crew. You can't tear your spacesuit if you fall - and die. Worst that happens is that you might damage a rather expensive surface rover - but such can be repaired or salvaged even in worst case (which again you can't do with humans obviously).
There's also the potential for far better remote control of our rovers from Earth with improved communications and better autonomy on the surface. Not as immediate control as if you have humans in orbit - but also - costs far less of course.
And - as you'll see from my other answers - I think that that is as far as we should go myself, at this stage. Because there is potential for life on the surface of Mars, present day life - and potential for habitats where Earth life could spread there - and that the only way to be sure you don't contaminate Mars is to make sure you don't have any chance at all of a hard landing of humans on the surface.
Now NASA and Elon Musk and Mars One - they are all hopeful that the planetary protection issues can be dealt with. But others are not so sure. And they are all planning to keep to the provisions of the Outer Space Treaty and protect Mars from Earth life.
So - before they can land humans on the surface, they have to show that this does not significantly increase the risk of contaminating Mars. Until recently, a few years ago, that seemed likely to be quite easy to prove because most thought the surface of Mars was totally sterile, at least for Earth type life, with no possibility of Earth life to survive there.
But now with new discoveries, that is not at all clear, and many think there is potential for finding present day life even right on the surface. Hard to find, probably, microbial, or at most lichen type organisms most likely, sparse, but still - life. That would be such an epoch making discovery. And the last thing we want to do is to land on Mars and find life, but the life we find is the life we brought ourselves with the expedition or on a previous expedition.
Some astrobiologists remain skeptical about this and think that the surface is totally sterile even so. But if they are right, this has to be proved, you can't just take it as an assumption when there are others who are just as sure that there are habitats for life on the surface of Mars.