The response of (H2O)(n=3-18) clusters to an electric field is studied by beam deflection. All clusters deflect uniformly, behaving as polarizable particles. The effective polarizabilities exceed the electronic component and increase as the clusters are cooled, revealing a large permanent dipole contribution. The results resolve a discrepancy concerning the polarity of water clusters and show that all species access conformations with moments exceeding 1 D. The data show no evidence for a freezing transition down to approximately 120 K, but suggest a shift in the conformer arrangement at n=8-9.