Concrete
Concrete is a well known material for building houses and infrastructure elements. It has excellent characteristics for protection against radiation and small meteorites. On Mars it can be made in situ, using local resources.
Hydraulic cement
Unlike on Earth's Moon there seems to be plenty of water on Mars, but this kind of cement also requires calcium, silicon and aluminium. It is unclear whether these substances can be found on Mars in a form that allows a simple processing.
Waterless concrete
There are ideas of making waterless concrete from sulfur and regolith. It is unclear whether sulfur can be found on Mars in a form that allows a simple processing.
Reinforcement
The stability of concrete can be increased significantly by tension glass fibers or reinforcing steel.