No cheese? 
Silicon and Oxygen for silicate building materials,
Aluminium and oxygen for corundoid building materials;
aluminium and iron and titanium for construction;
aluminium and oxygen for chemical fuel rockets,
aluminium, iron and titanium for ion drive electric propulsion propellants.
To use all this you need energy however- lots of it.
Silicon can be used in photovoltaic cells, aluminium in solar furnace mirrors; the moon could be covered in solar energy collectors, enough to put more in orbit to collect even more energy.
If He3 can be used in fusion all the better; even better if fissionable elements are found in any of the igneous rocks (perhaps a long shot).
It would be wrong to expect the Moon to export a great deal to the Earth; but it very well might export vast amounts of solid material to the rest of the solar system, in the form of solar power satellites and spacecraft, habitats…
the elements missing on the moon (C,H,N,) are found in abundance elsewhere in the solar system- to colonise the whole system we must start with the Moon.
http://groups.msn.com/DaveDietzler/newsmeltingregolith.msnw
SF worldbuilding at
http://www.orionsarm.com/main.html
I never have cool ideas first. At least I’m not wildly off with my man made rock ideas. 
[QUOTE=eburacum45]
Silicon and Oxygen for silicate building materials,
Aluminium and oxygen for corundoid building materials;
aluminium and iron and titanium for construction;
aluminium and oxygen for chemical fuel rockets,
aluminium, iron and titanium for ion drive electric propulsion propellants.
To use all this you need energy however- lots of it.
Silicon can be used in photovoltaic cells, aluminium in solar furnace mirrors; the moon could be covered in solar energy collectors, enough to put more in orbit to collect even more energy.
If He3 can be used in fusion all the better; even better if fissionable elements are found in any of the igneous rocks (perhaps a long shot).
QUOTE]
This all sounds so interesting. Why don’t we just build the phototvoltaic cells right here on Earth? And what’s this fusion power of which you speak? It sounds intriguing…
I guess the question is how we’re going to get hundreds and thousands of people to the Moon with big factories and stuff. I mean, the NASA guys don’t just filter minerals out of sand and build spaceships right there in Mission Control. Constructing a vehicle is a HUGE industrial undertaking. The key resources needed on the moon are people and the means to keep them alive.
Well, as a thought experiment, what about concrete?
Okay, at a minimum we’d have to ship up some cement and water. It’s possible the water can be found already up there, but that’s a long shot. if it has to be trucked up, that water will be fabulously expensive, and not something you’d want to waste.
When mixed, the cement crystallizes (for want of a better term) and locks the filler sand and gravel together to form concrete. We’ll assume for the moment that the material of the regolith is not inconducive to making cement- would the Helium-3 “outgas” and react with the cement?
Anyway, you would have to mix the cement in an enclosed atmosphere, whether you “dome” the whole site and pour in a near shirtsleeve environment (as some have proposed) or you have the mixers and forms wholly enclosed like a huge caulking gun.
Here on earth, the water in the mix is just left to evaporate, but that’s far too wasteful for such a crucial material on the moon, so some way would have to be made to reclaim it- again, enclosing the forms and pumping the vapor out, probably. Though you’d have to be careful not to draw a vacuum until the concrete has largely hardened or bubbles and voids will form.
It takes weeks for concrete to dry appreciably down here (though it’s strong enough to be used within a day.) So it would be a long process to keep from wasting more than a small amount of the water used.
That’s just one of a great many hurdles that would have to be jumped for such a project as a moon base. I wanna get started!
I don’t know what Bush has planned, but I’m hoping the space elevator proves feasible. That could transport tons of people, equipment and material into orbit. From there I’d think it would be relatively simple to get to the moon and build large enough facilities to become more self sufficient.
If we wanted to grow our own food on the moon, would CO2 be a problem?
Of course we will build photovoltaics here on Earth; to provide the energy requirements of 10 billion people living at a US standard of living will require something like 5% of the Earth’s land surface to be covered by pv arrays, so it would be nice to think that fusion power of some sort will be viable eventually.
But the Moon will be the powerhouse and source of materials for that fraction of the future population which lives in space; the Earth doesn’t need to become dependent on imported energy and materials.
Another reason to build solar panels on the moon is that there’s no atmosphere to dim out the sun’s radiation. If you can build them with the materials that are already there–particularly if you can automate the process–you can “bootstrap” yourself up. Every time you get enough cash, send a solar-powered solar-panel-making-machine up to the moon. It runs during daylight, and spits out a new panel every week. In between manned missions, you’re stockpiling panels. Then the manned mission goes up, retrieves the old lunar buggy, attaches a panel to it, and drives it around moving panels into a big grid, connecting them together, and running a transmitter, or what-have-you.
The difficulty is building a small stable of lightweight robots capable of turning moon rock into solar panels. The easy part is launching them to the moon, landing them at a predetermined site, and telling them to “go scavenge.” Hell, if you need a small amount of pre-fab stuff, don’t forget that we left two or three buggies and the bottom halves of every lander that landed there. Shipping mass up there is pretty expensive–it might be worthwhile to scavenge for wiring at first.