STUPID QUESTION ALERT!
If we landed on an asteroid could we not save fuel and just use it to transport us further than we have ever been from earth? Then use the fuel saved to get back to Earth?
You might be able to do it, but could you do it with any kind of safety?
The early lunar missions (Apollos 8, 10, 11) travelled on a free-return trajectory - if the main engine failed, they just needed tweaks from the thrusters to keep them on a steady course to whip around the Moon and get thrown back towards Earth. Following 11, NASA was able to be a bit more adventurous and take their Moon craft off the free-return course. This nearly bit them with 13, but the LM had enough engine power to make a free-return burn and get them on a course for home.
If you go for an asteroid heading outwards, you're going to have no free-return contingency whatsoever. You also have no way of testing the mission parameters like with Apollo - 8 doing lunar orbit, 10 doing lunar orbit and LM orbital testing, with manned and unmanned testing on 5, 6, 7 and 9 in Earth orbit. You could probably work up an unmanned test I guess, but otherwise you just have to throw caution to the wind and hope for the best when you launch the mission.
This is what I don't like about the current plans for Mars. Canning the return to the Moon is a very bad idea - the Moon makes a perfect staging post for exploring the rest of the Solar System. You can test your craft in Earth orbit, and Lunar orbit. Get all the bugs worked out, and then shoot for Mars once you know you have a fair chance of making it back.