In fact, NASA has been looking into the feasibility of sending manned spacecraft to near-Earth objects (NEOs) for years. The advantages for such a mission when compared to a moon landing or a Mars landing is that asteroids are smaller targets with weaker gravitational fields, making it more energy efficient to fly to and from an asteroid. Currently NASA is still shopping around for the ideal asteroid for a landing. There are nine asteroids that will be accessible targets for manned missions over the next 2 decades. The current goal is to send astronauts onto one of those asteroids by 2025. This would be seen as a baby-step toward sending a mission to Mars.
Check out this Discovery interview with a NASA engineer about future asteroid missions Or you can just read this article from Space.com.
19 Totally Incredible Facts