I'd go. I'd go for a temperate area, similar to say, north carolina or virginia. This would be to maximize the growing season for my personal garden and minimize energy used for heating and cooling. I'd want to live on the outskirts of one of the smaller towns, but within reasonable travel time of the city.
For buildings, I'd want a mostly underground structure with a modest above ground area, as much a patio/porch type setup as anything else, but year round capable. I would also want a shop, with a covered walkway to it. The shop would be setup for metal working and general fabrication as well as knife making and gunsmithing. LOTS of spare tooling and duplicate machines. Hopefully we've got an electronics shop and folks who know electrical engineering. Eventually other industries would be needed, for abrasives and various materials.
Politically, loose republic, with a small colony you don't need or want much government. Five or six generations later, when the population's multiplied a few times... I'll leave it up to my grand children to decide if they want to change things.
I'd want a bunch of training before we left. More farming info, construction, electronics, small engine repair, kitchen sink chemistry, emergency medicine including midwife training. Mountaineering, some basics of mining and refining ores. I don't need to be an expert, I assume there will be others in the colony who have those skills, but when you're in a small community and potentially out on your own.
I would want to START in the populated area, that doesn't mean I'll definitely stay there. Once we know more about the place I may want to stake out my own large plot of land further out, probably once I had a family with children old enough to help. Maybe setup with a friend with complimentary skills. Put the homes and primary buildings in the same general area, share certain occasional use stuff... Think back to back farms/ranches where the common border is where the home sites are located.