The study of clusters has provided a tangible link between local geometry and bulk condensed matter, but experiments have not yet systematically explored the thermodynamics of the smallest clusters. Here we present experimental measurements of the structures and free energies of colloidal clusters in which the particles act as hard spheres with short-range attractions. We found that highly symmetric clusters are strongly suppressed by rotational entropy, whereas the most stable clusters have anharmonic vibrational modes or extra bonds. Many of these clusters are subsets of close-packed lattices. As the number of particles increases from 6 to 10, we observe the emergence of a complex free-energy landscape with a small number of ground states and many local minima.