Moon Bases, Mars Baeses, etc......

To be honest, I didn't feel like searching to see if this has been posted before. So if it has, forgive me...

But with all the theories of moon and Mars bases, why doesn't some private individual/enterprise send a rover (for lack of better term) to both. Granted, I understand the HIGH cost of this...But still.. Wouldn't it make sense to send something not controlled by the Govt. Not to mention, I'm sure it can be done a hell of a lot cheaper than than the Govt. Then we would know....one way or the other!
I know I'm probably missing a ton of important details, but just go with the basic idea....hell even give the details for why I maybe wrong. But I think this would answer many of our questions.......
Any ideas or comments out there??