Our Solar System -as will all other Solar Systems- is divided between planets, moons, Dwarf planets and Minor planets.
some of the Moons in our Solar System
Besides the planets, moons and dwarf-planets, also other places might be suitable for a Space Colonies, like the Minor planets (Planetoids or Asteroids). See; Hollow asteroid/comet colonies and Colonization of the asteroids for more info!
There are also so-called Trans-Neptunian Objects and the Kuiper Belt that might be interesting for not only building colonies on/in them, but also for resources
Kuiper Belt
< Objects in the Main Belt are Green, scattered objects are in Orange. The 4 outer-planets are Blue,Neptunes trojans are Yellow,while Jupiters are Pink. The scattered objects between Jupiter and the Kuiper Belt are also known as centaurs
Also check; Colonization of Jupiter, Colonization of Triton and Colonization of Trans-Neptunian Objects.
Trans-Neptunian Objects