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A revolutionary new concept for the early establishment of robust, self-sustaining Martian colonies is described. The colonies would be located on the North Polar Cap of Mars and utilize readily available water ice and the CO2 Martian atmosphere as raw materials to produce all of the propellants, fuel, air, water, plastics, food, and other supplies needed by the colony. The colonists would live in thermally insulated large, comfortable habitats under the ice surface, fully shielded from cosmic rays. The habitats and supplies would be produced by a compact, lightweight (~4 metric tons) nuclear powered robotic unit termed ALPH (Atomic Liberation of Propellant and Habitat), which would land 2 years before the colonists arrived. Using a compact, lightweight 5 MW (th) nuclear reactor/steam turbine (1 MW(e)) power source and small process units (e.g., H2O electrolyzer, H2 and O2 liquefiers, methanator, plastic polymerizer, food producer, etc.) ALPH would stockpile many hundreds of tons of supplies in melt cavities under the ice, plus insulated habitats, to be in place and ready for use when the colonists landed. With the stockpiled supplies, the colonists would construct and operate rovers and flyers to explore the surface of Mars. ALPH greatly reduces the amount of Earth supplied material needed and enables large permanent colonies on Mars. It also greatly reduces human and mission risks and vastly increases the capability not only for exploration of the surrounding Martian surface, but also the ice cap itself. The North Polar Cap is at the center of the vast ancient ocean that covered much of the Martian Northern Hemisphere. Small, nuclear heated robotic probes would travel deep (1 km or more) inside the ice cap, collecting data on its internal structure, the composition and properties of the ancient Martian atmosphere, and possible evidence of ancient life forms (microfossils, traces of DNA, etc.) that were deposited either by wind or as remnants of the ancient ocean. Details of the ALPH system, which is based on existing technology, are presented. ALPH units could be developed and demonstrated on Earth ice sheets within a few years. An Earth-Mars space transport architecture is described, in which Mars produced propellant and supplies for return journeys to Earth would be lifted with relatively low DeltaV to Mars orbit, and from there transported back to Earth orbit, enabling faster and lower cost trips from Earth to Mars. The exploration capability and quality of life in a mature Martian colony of 500 persons located on the North Polar Cap is outlined.