If we're talking about objects in the asteroid belt, the internal consistency varies wildly. Most smaller objects are indeed rubble piles: boulders, pebbles, and sand-like grains, down to dust. As you'd expect, they're very weak structurally. Notably, the OSIRIS-REx probe was nearly swallowed by its loose material during the sample collection on Bennu.
Some of the other large, iron-rich asteroids like Ceres, Vesta, Pallas, and Interamnia are more like protoplanets than rubble piles.
Besides the concern for structural integrity/stability, they also have reasonable amounts of water ice, volatiles, metals, ad other resources needed to supply an outpost.
"The spacecraft risked being swallowed whole by the asteroid as it collected the sample. As OSIRIS-REx touched the ground in October 2020, pebbles began flying about. The timely ignition of its thruster kept it safe and led to the creation of a puzzling large crater 8 meters (26 feet) across."
https://www.iflscience.com/nasas-osiris-rex-was-almost-swall...
Some of the other large, iron-rich asteroids like Ceres, Vesta, Pallas, and Interamnia are more like protoplanets than rubble piles.
Besides the concern for structural integrity/stability, they also have reasonable amounts of water ice, volatiles, metals, ad other resources needed to supply an outpost.