Just a quick note about colonizing asteroids. It's possible, but a little tricky at the moment (and you have to exploit a bug in order to do it).
Basically, you need to make sure you have a bit of cash, and then work fast:
1. As soon as you hit "Colonize", adjust the focus so that it's 100% on construction (in particular, 0 population)
2. Build a Biosphere
3. Use the "accelerate" feature to complete it as quick as possible
The bug is that setting the population focus to "0" will stop it rapidly dropping to zero (logically, having a high population focus should stop it dropping to 0 quickly). In reality, I think there should probably be some sort of "cool-down" period after you colonize a planet before the population starts dropping below 100. Maybe they're hunkered down in the colony ship still, or something...