Based on current space journalism, I get the feeling we would seek out systems with habitable planets first with the intention of colonizing them. Intuitively that seems like the right idea, with the hope that we could recreate an Earth-like environment or find one to settle into. Kim Stanley Robinson describes some of the perils of that approach in his book, "Aurora," a very good read by the way.
I think once we find a way to settle another system, and to create a sustainable environment there for human life, we would proceed to create artificial environments like the one you describe.
But really, the best place to seek more accurate answers is probably by reading through articles on space.com or NASA's web site.