Let's dig into Venus.
My bias is Ishtar, because it lies beneath the farm-belt and has a lower cloud-tier. I've suggested Maxwell, as the highest elevation from the down-side. We could consider the (dormant!) volcanoes as well, especially to the west on Lakshmi; or impact-craters like Cleopatra. But what follows will apply to southern highlands as well.
Send the simplest and crudest robots in first, to drill massive holes into the mountainside. This'll be done somewhat low. The cliffside hole is diagonal downward of that. That's going to become our slag-chute.
Next step: build an airlock, to outside. Then: float in a massive pump to get as much CO2 out as possible - which has the added benefit of lowering the temperature. We hope to keep the nitrogen gas. Then, air-conditioners. Meanwhile set up a coolingtower filled with [liquid] sulphur. Run a refrigeration cycle to chill some chambers to 400 K. From this initial cistern, in its neutral and unreactive (if hot) atmosphere, we can put robots to work. These robots remain simple; they mostly expand the space and place widgets therein.
In one chamber, set up a chemical refrigerator to cool this air down to 250 K, sucking down as much upstairs air as needed. The core of this operation is going to be winter-cold under 5 MPa of nitrogen, where liquid carbon-dioxide takes the place of water. Here's also where we relocate the main colony server.
And soon, we'll need ape-space as well.
Up above, the robots hollow out a great cavern, dumping the rubble down that chute. This hollow will do for a cistern. Run some air-conditioning tubes up there, chilling the walls mostly; and (for now) put some airlocks to prevent too much cold from seeping down. See if we can raise some steam up there and get it to condense as water.
Next stage: oxygen. Carbon-sequest'ring plants (bamboos are good) with artificial light. The resultant oxygen, which is flammable and moreover toxic to electronics, is carefully monitored - no The Martian mistakes here, please. The garden starts close to the outer airlock.
The human crew comes last. They live only in that small part of this vast, nitrogen / CO2, overly hot space. They can expand their share of the mountain as the oxygen level increases and as they make returns on investment.
UPDATE 2/9 on the mining-atmosphere here. 7/21: volcanoes get their own post.
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