Initially, there'd be the rush of actually leaving earth in a spaceship of some kind attached to a rocket, then the time following actually going there in zero gravity. However, after landing on Mars, and being inside a dome-like structure with the ability to sustain human life for years, I believe it'd get old very fast and I'd miss the smallest of things about Earth (such as the breath of fresh air, outside in the nature, blue skies, many things).
I suppose if the technology was extremely adequate inside the dome, such as an artificial sky perhaps, homes inside the dome, outdoors area, basically creating an Earth on Mars, then it'd be a little better - but then that'd defeat the purpose of leaving Earth completely. There's the general concept about "science" with Mars, but as a non-scientist, I still prefer Earth in the end.
This was based on the "if I'd live out the rest of my life on Mars" question.