How would one go about mining an asteroid in a broad sense?

This question not in the mining itself, but location of the mining. 

Say you have located an asteroid in that would like to mine. Which of the following do you do (the following are possible methods feel free to come with others)?

* Move the asteroid toward earth by either with a mass driver or gentle nudge so it can be refined later. Mine and refine in orbit or surface of earth.
* Take your refinery with you and refine the asteroid as it you mine it either sending the refined materials back to earth.
* Cut the asteroid into chunks and leave it behind for further refinement

Basic assumptions:

* Asteroid mining is economical -- economic basis is reduction of materials on earth
* Asteroid mining is based on objects a far away as Mars
* Technological hurdles: Fusion drives are in use, there is an independent colony on the moon, issues such as low gravity's effects on the human body have been resolved