The absolute least efficient way to get air, water, and fuel into space is the way that we currently do it: by packing as much of it as we can into rockets on Earth, and then firing it off into orbit. If this is how we have to get supplies to the moon, or Mars, it's going to be ludicrously expensive and time consuming.
A much better solution is to extract everything that we need from wherever we are: where there's ice (the moon, Mars, and asteroids all have it), there's water, air with a bit of work, and with a bit more work, rocket fuel. Plus, there are likely other valuable resources scattered around all over the place, like minerals and metals. So, great, let's get on it! But first, we've got to find the stuff. And how is NASA going to do that? Robots.Full article here: Mining Robots