A base on Europa or Enceladus built under the ice. There are some mission concepts that use nuclear reactors to gradually melt ice underneath the spacecraft (which freezes above the craft) and the craft will gradually descend closer to the hypothesized subsurface ocean. I think it would be really hard to send a signal through several miles of ice, but as far as a colony goes, there aren't really any other power sources than what you bring with you, so the colony would kind of be screwed when their uranium ran out.