This idea was thought of long ago by The Little Prince and Jimmy Stewart:
A big rope up to the moon. Seems simple enough. Of course they would take several miles of cable made from carbon nanotubes. This "Space Elevator" made of superstrong cables strung from a platform on earth to a satellite in space. The cables, made of carbon nanotubes, are being developed now and will be 30 times stronger than steel. Full story here at Space.com
Okay so the story talks about cables to a satellite. But why not to the moon? Why not a cable system to a bunch of planets. Oh I know they spin in eliptical orbits, but that is where a rotating tether would come in handy add a littlee computer aided gyroscopics, it's all good.