It's not economically feasible I guess. Space exploration is a different story but theoretically we already know what's on the moon. I think it was a wiener measuring exercise between us and the soviets and not much more.
If you google Bill Leer (his dad started the Leer Jet Co) you'll find some youtube links where he talks about it all. There is a core of people who are convinced that not only have we gone, we're mining up there and there are ancient relics up there. I can't see why anyone would mine up there though, or why an alien race would set up base there .. unless it was a good vantage point *yikes*