Why not just go to the source of lunar ice.

On 10/27/06, Douglas May wrote:
(...)
> I should point out that the reason Earth has so much water despite
> being within Jupiter's orbit is due to our huge gravity. Asteroiods
> have small gravity, and therefore the solar winds have been powerful
> enough to blow their water away. Mars has more gravity than
> asteroids, but still not enough to hold on to most of its water. Its
> pretty obvious that most of Mar's northern hemisphere was once ocean,
> but now its gone. most NEA's lost most of their water and ice about 4
> billion years ago.
(...)

And Venus, with a gravity similar to ours, likely had oceans for
billions of years. (http://www.newscientist.com/article.ns?id=dn4136)
Sadly, though, as the Sun got older and hotter the planet eventually
reached runaway greenhouse conditions, and water converted in vapor
was photodissociated by the sun in the coming aeons.

Of course too much gravity may represent the other extreme of the
"water problem". (Under a human standpoint. For life as a whole liquid
water is always good, I would say.) Before Super-Earths were
discovered, simulations pointed out that planets "weighting" a few
earth masses are possible, but they would likely be covered by global
oceans many kilometers deep.