Ok, those pits, discovered by Japans Selene mission in 2009 have now been confirmed to be at a "comfy" 17 degrees Celsius using LRO data. Now, 17C may actually may be a little too warm for comfort as some theorise that getting rid of excess heat will be more difficult than staying warm. But more scattered settlements than just at the poles obviously sounds good. The lava tunnels that are believed to riddle much of the surface of the moon have long been held as prime candidates for settlement, being already underground and thus protected against meteorites, radiation and such surface hazards. Of course, if you want to use raw materials, moving them out from where you find them would quickly create cavities every way as good as natural caves.
Obviously, caves would make for a quicker start if you are impatient to get underground. I just hope some lunar caves will be left pristine for future selenospeleologists and not all turned into industries, habitats and mines.
By all means, start using a few as first-outpost shelters as soon as possible!