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Actually, I'm situated more towards the claustrophobic end of the scale.
I like the use of the air as shielding against radiation; the more non-mechanical the protections are, the less likely they are to malfunction. For this reason I like Lil_vader and John Crighton's idea of a self-sealing dome such as those on cell phone towers. (Although I thought it was a layer of ozone, O3, and not simply regular O2 that blocked UV? And wouldn't that only provide adequate protection in the middle?)
Even with "lifeboats", though, a disaster in an area without isolatable sections might prove too swift and deadly for colonists to make it to the lifeboats. (We might want lifeboats even with compartments.)
I hope a 1-kilometer-diameter-dome is feasible, because I believe taller objects would be comforting enough that a clear dome wouldn't unsettle anybody, and, of course, they would be highly space-efficient. Actually, with skyscrapers, I think a clear dome might even be better (not to mention aesthetically pleasing). This might not be possible with a multilayered, selfsealing dome, though. (Unless the sealing substance was translucent? Has anybody considered a translucent dome? I think it might not be worth the effort, because it would still feel just as closed in. What if the substance was clear, like hair gel? It would have an interesting warping effect on the view, although maybe not enough to notice.)
I'm a little concerned about all the materials it would take to build such an immense dome and tall buildings, however: just the dome would take vast amounts of foreign material, and large quantities of fuel to get it to Mars. For this reason I'm still in favor of tunnelling; it takes advantage of shelter already provided there.
It was earlier mentioned that one of the greatest benefits to a translucent dome was its psychological ramifications, namely that no colonist would feel closed in. However, no one has yet meditated upon the possibility of feeling too exposed. Although being able to view the Martian landscape and sky might begin as an intriguing and pleasurable experience, it is quite possible that it would make anybody who had to live in such an open-seeming space for extended periods of time uncomfortable enough to affect their duties, especially for people who spend the majority of their lives either indoors or around structures that have the effect of enclosing an area (i.e. telephone wires, hills, skyscrapers, etc.). The immensity of the hostile surroundings would make the dome seem even smaller and frailer by comparison, increasing the irrational fear of annhialiation through structure failure: implosion, explosion, or some other form of the Outside getting Inside.
In addition to the feeling of being exposed, a colonist may also be unsettled by the alienness of the Martian environment. A clear dome would not be able to mimic Terran weather conditions; the day sky would be eternally cloudless and of a different hue, and the night would have an uncomfortably large amount of stars, which could possibly lead to the sensation of "falling into the sky" that many people experience when lying on their backs while stargazing. For that matter, Martian rotation is different enough that human sleep cycles would be severely disrupted (although I believe those in the Navy have to run on unnatural shifts, so it woukdn't be impossible), and a translucent dome would have no control over the lengths of days and nights.
However, an opaque dome would have none of these problems: not only would it keep a colonist feeling protected, it would be able to imitate Terran conditions to a far greater extent, enough so that it could give the illusion of being a familiar Earth sky (and painted-on clouds under varying colors of light work astonishingly well), and not a sterile, completely enclosed area at all. From what I have understood, opaque domes are much less of a hassle to manufacture as well, and far more utile in that they can contain equipment such as UV shields, sensors, and environmental regulators.
This having been said, I don't think one big dome is an ideal habitat. Although it is a wonderul way to prevent claustrophobia, if something goes dreadfully wrong, it goes dreadfully wrong everywhere. I'm in favor of compartmentalizing, and while I don't know if blasting into the surface is really more efficient than building foreign materials on it, tunnelling seems like a good option for reasons discussed earlier. A series of smaller domes (maybe with one larger, central dome?) connected by tunnels in the warren system already suggested seems ideal, as it gets the best of both worlds. Such a Prairie Dog design would be safer, structurally efficient, and psychologically comfortable.
And that way we can keep a clear dome for the swimming pool and the beehives.
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