I’d start building O’Neill cylinders. Huge cylindrical lot extruded ring stations that simulate gravity for its occupants by rotating.

Becoming a spacefaring species is as good or better than becoming multiplanetary in terms of being able to survive impacts, and we can build these things close to Earth without transfer orbit scheduling constraints.

Obviously we should be pursuing both. But if I had the resources to do this, I’d start building the first human void city.