Re: get those rocks back to our home world.
phuzz covered this well. The basic issue here is that the fuel requirement to launch a payload to orbit scales with the cube of the payload weight. With an out-and-return mission, you have to do this twice -- the fuel for the return mission is part of the launch mission's payload, so you're paying double for your return payload. (This is why the LEM had to be so lightweight.) Mars also has a relatively deep gravity well; not as deep as Earth's, but a lot deeper than the Moon's. The tyranny of the rocket equation strikes again.
This ignores the fuel requirements to get into interplanetary transfer orbits, but IIRC those are actually a fair bit smaller than what it takes to get to orbit to start with. This also doesn't include fuel needed to make a soft landing, but since Mars and Earth both have atmospheres you can use for aerobraking, that's not a large requirement. If you're clever and have a robust enough heat shield, you might even be able to slow down for orbital capture that way. But whatever you're using for your landing on Earth, you've got to lug it both ways, unless you're going to pick your sample up from orbit with another craft.
One way around some of this is to do what Apollo did, and leave some of your fuel (and maybe your Earth re-entry gear) in orbit while a smaller sampling craft descends to the surface. That helps with the fuel requirements, since you're not carrying all that fuel back up to orbit again, but it greatly increases your mission complexity; you'll need to do an automated orbital rendezvous and capture, on limited fuel reserves, and the round-trip communications time is too large for a manual override if it goes wrong. This is not easy.
Biting the hand that feeds IT
