Mars gravity is much more powerful than the Earth's. If they landed with current technology (especially considering the budget) they'd likely be unable to reach orbit.
Mars gravity is weaker (so taking off again is easier), but the atmosphere is much thinner, so landing is actually harder. It's relatively easy for lightweight/robust things, but not particularly easy for humans. Parachutes, low-angle aerobraking, etc. all don't work so well. Expending rocket fuel in a retro burn is very expensive (since you have to carry it with you all the way from earth -- a lot of the "take off again" plans involve fuel either cached on Mars or made on Mars).
No. The escape velocity on Mars is 5 km/s, whereas on Earth it is 11 km/s. There is also a lot less of an atmosphere on Mars (though the atmosphere is smaller on Earth) and Martian gravity is significantly smaller than Earth's. It is far easier to leave Mars than it is to leave Earth.
