Very interesting. Except for the high delta-V requirement, I think Mercury is a better destination than Mars, since it receives about 20 times the sunlight intensity that Mars does. With ice at the poles a viable processing facility would be relatively easy since a horizontal solar collector extended above the lip of a crater would receive the full intensity of Mercury sunlight, and due to the lack of axial tilt the collector would only have to pivot around a vertical axis.
The notion that Mercury has water ice in craters at the poles isn't new, no - it's even a bit older than eleven years. The evidence provided by MESSENGER data is new and shiny, though. See also: MESSENGER Planetary Conference Multimedia Page and Water ice and organics at Mercury's poles