The underground is buggy (not all rubble allows itself to be cleared, importing colonists causes crashes, can't import drone fabs) and of limited permanent utility at the moment, unless there's a permanent source of exotic minerals I haven't discovered yet. Everything you do underground requires exotic minerals, including dome upkeep.
The asteroids are fun, but the rocket resource management means you will have to endure micro-management hell because rockets will constantly load/unload the same resources instead of loading what's on the ground near them. It's exacerbated since asteroids normally have a time limit so you need the rockets to load and go, not spend days reloading the same resources between each other.
There's supposed to be a resource prioritization system, but I've tried it six ways to Sunday and no matter how I configure it rockets will poach each other's resources when they are configured explicitly not to, because resource depot rules will even override the rocket resource configuration. A larger annoyance is that rockets will randomly poach drones from your colony instead of using their own drones, or the nearest drone depot. After a dozen asteroid missions you will abruptly notice some of your largest domes are being serviced by 0-2 drones because there's no way to control or prevent this drone poaching (yet the drone depot servicing the rockets will be maxed out on drones...)