The two small moons of Mars, Phobos and Deimos, are keys for the exploration of Mars.
Requirements[]
Both moons have very little gravity, which makes landing and liftoff very easy. Also, both moons offer unique challenges. There was an attempt to land on Phobos that failed because the lander lost contact with Earth before landing. Also, the European Space Agency (or ESA for short)'s Rosetta probe and the lander, Philae, experienced problems because its target (a comet called 67P/Churyumov–Gerasimenko) has a gravity that is too weak for the lander to stay put on it.
A mission to Phobos and Deimos requires a vehicle able to reach Mars orbit and is easier to conduct than a mission to Mars.
Because of their lack of gravity, landing legs may not be needed.
Rovers may find very difficult to navigate on the surface, given the lack of gravity (and may end up in orbital, suborbital trajectories, or going into Mars orbit). A more efficient way to explore the moons is to use ion engine(s).
Both moons have irregular shapes and small spheres of influence and thus cannot be used for gravity assists. However, flying between them is possible with very little fuel.
A return vehicle could return to Earth with very little fuel left.
Exploration of the Martian moons[]
Basically, any space mission to Mars have the opportunity to explore the moons, because of their proximity. Even real life Mars rovers did return images of the moons, including eclipses or transits of Mars's moons.
Flyby[]
Sometimes, a rocket en route to Mars can come very close to one of the moons, even entering its Sphere of Influence, without the intention to do so.
A close flyby, crossing the sphere of influence, is possible with some trajectory adjustments.
Orbit[]
In reality, orbits around Phobos and Deimos are unsafe, because both moons have irregular shapes and gravitational strength is not even. However, in the simulator, orbits are stable.
In order to get into orbit, a rocket needs to fire its engines with a really low amount of thrust. One second of a full engine burn can send a rocket out of the moon's sphere of influence. Engines must be operated at low throttle (below 10%).
A rocket can deorbit very easy, by firing its engines for a few moments.
Landing[]
Landing on the moons is very easy. The rocket must decelerate enough, then wait while it descends and lands. Small and short engine burns might be needed to slow down. The use of RCS Thrusters might be required.
A very interesting fact is that a rocket needs to touch the surface only with a part of a rocket. Due to the lack of/small gravity, it takes a lot of time for the rocket to fully touch the surface. The rocket might eventually tip over and fall to the ground, rarely destroying the part of that lander. However, because of the low gravity, by firing an engine very slowly, a rocket can lift off even from difficult positions. However again, the rough terrain would destroy the parts, and occasionally destroy the rocket entirely. So, it is advised to rotate a little so not even a single part is destroyed, or use the No Collision Damage cheat.
Advanced missions[]
It is possible to do far more than just a short visit.
Advanced rovers[]
Because driving Rovers on Phobos or Deimos is very hard, rockets will tip over and may even jump into the surface, possibly at high altitudes, make into an elliptical orbit or escape its SOI entirely and then, you're orbiting Mars. A different strategy is needed. A much more efficient rocket needs propulsion. For example, a small probe with ion engines will work far better.
Mars space station[]
Many scientists and sci-fi writers proposed that Phobos should become a space base for Mars exploration. Because of its low gravity, it is far more easy to land on, dock rockets on space stations, refuel the rocket(s) and make a stock of resources.
A Phobos or Deimos base can host rockets that can be able to land on Mars or return to Earth. Phobos has more space to work on. But due to the small sizes of those moons, building space is very limited.