Static hyperpolarizabilities of molecules (water, acetonitrile, chloroform, and para-nitroaniline) are calculated with large basis sets using coupled-cluster response theory and compared to four common density functional theory methods. These results reveal which methods and basis sets are appropriate for nonlinear optical studies for different types of molecules and provide a means for estimating errors from the quantum chemical approximation when including vibrational contributions or solvent effects at the QM/MM level. The largest calculation reported, which was for 72 electrons in 812 functions at C(2v) symmetry, took only a few hours on 256 nodes demonstrating that even larger calculations are quite feasible using modern supercomputers.