Two interesting quotes from Prez. Bush's speech:
"We will begin the effort quickly, using existing programs and
personnel.... We'll make steady progress, one mission, one voyage, one
landing at a time."

Assuming an incremental approach, even if the grand program (new
vehicle and eventual Mars landing) falls by the wayside, what small,
initial steps can be taken before political momentum fades?

I suggest we:
1) Use an existing rover design, tweaked slightly to allow
teleoperation from Earth;
2) Design a lander to take the rover from lunar orbit to the lunar
surface, maybe a solid rocket motor to slow it down and an airbag
system for actual landing;
3) launch it on a Delta II;
4) Once on the Moon, use the rover to explore possible lava tube
sites. A simple and inexpensive inflatable structure can be quickly
set up later in a lava tube since the structure will only have to
retain air pressure, while the lava tube itslf will provide meteor,
radiation, and thermal protection. See
http://www.halien.com/TAS/Gallery/apollo/ for a nice picture of
Aristarchus crater (at lower right). Notice the rille/valley to the
left of the 25 mile diameter crater with the possible remaining intact
section of lava tube;
5) Use a similar rover (one with the spectrometer capability of the
Mars Rover) at the lunar poles to search for ice/hydrated minerals.

Any reason this couldn't be done within a year or two? Then, even if
Bush's particular iteration of the perennial Moon-Mars Vision falters,
we'd at least have useful data to plan the next iteration.