We've done it since the 70s, but it ain't easy.
The SpaceX Falcon Heavy (first flight this year if not delayed; Update: 2013) will be able to send a Red Dragon directly to mars orbit. It should be able to take 10mt to the surface for $150m which could include up to seven colonists. This would make the cost per person from orbit to the surface $21.5m per person.
Cargo would go straight to the surface, but passengers would transfer to the dragon from mars orbit. Possibly, transfer to the dragon would happen before orbit from a ship that has a free return to earth trajectory.
I'm not aware of any other private mars landers in the works. NASA however, intends to put a 2000 lbs. rover on mars. Update: Curiosity rover landing was a success and rover is roving.