A better option would be near-Earth asteroids. These require significantly less fuel to get to than the Moon and many are rich in ice. If you got really really

A better option would be near-Earth asteroids. These require significantly less fuel to get to than the Moon and many are rich in ice. If you got really really lucky, you could even find one with an orbit similar to the Hohmann transfer path required to get to Mars and visit the asteroid en route. That way you don't even need to expend much fuel to transport the water to Mars; it's almost free. For a return trip you could use Phobos and Deimos for material. They are also extremely easy to land on.