I don't believe it's been absolutely proven that there is significant water in polar lunar craters, and certainly we do not know if it is economically extractable (could be widely dispersed in regolith).
We did send
LCROSS to impact the moon and find water. Here is the NASA press conference after the initial data was analyzed:
LCROSS Science Briefing November 13th 2009 - YouTube While the data does show water, how much is still up for a bit of debate.
- - - Updated - - -
My statement that they definitely contain ice was inaccurate. I've talked to former NASA scientists who think it is probable that they do. I think we will find out for sure before Elon gets to mars.
They may. While not an asteroid, comet 67P which the ESA Rosetta space craft is currently visiting, continues to surprise us. We expected an icy rock, but that's
not what Rosetta found! Really cool discoveries going on there.
Even so, even if we have asteroids with tons of water (we likely do) getting to them, maintaining a stable orbit, mining them and then taking that path to Mars is a lot more complex than simply using the Moon as a launching point to the universe which was the original point. Rather than going out to the asteroid and launching from there, we'll probably send uncrewed craft out there, move the asteroid in to a lunar orbit, convert the ice to rocket fuels and launch from a Lagrange point near the moon like L2. You then use the Moon as your base of operations for your L2 launchpoint/waypoint.
The question of why Mars and not the Moon, in my opinion is wrong. We will likely do all of them given enough time. It is just a question of what to do first. I think Mars makes a lot of sense to visit before we go back to the Moon, but if we want to set up a sustained colony, the Moon is something we will have to seriously look at. Mars Direct is very expensive to do when you're sending thousands of people over and over again.
NASA is awesome, but don't put too much stock in to everyone there. Even the higher ups say things are
not possible that we are working on and making happen. They look at the universe through the eyes of the Government. SpaceX takes a very different approach.