The goal of this paper is to provide an overview of ideas and proposals for space stations and space colonies since the last hundred years, starting with the Russian space pioneer Tsiolkovsky and focusing on some recent projects of the author. A permanent lunar base will be the first step, but Moon and Mars have much less gravity than Earth. For this reason engineers and architects were searching for space habitat design using artificial gravity. Rotating space stations – modular, toroidal, spherical and cylindrical – may provide a comfortable environment for astronauts and space settlers of the future. Within the so called “habitable zone” between Earth and Mars natural sunlight can be used for the illumination of space stations and space colonies. In the long run asteroids and the Moon will be mined and may provide the building material for large self-sustaining space colonies. Water can be taken from icy Near Earth Asteroids. We discuss methods of meteorite and radiation shielding as well as thermal protection. Hollow asteroids can be used as a natural shelter for space stations after the end of the mining process.