The energetics and assembly pathways of small clusters may yield insights into processes occurring at the earliest stages of nucleation. We use a model system consisting of micrometer-sized, spherical colloidal particles to study the structure and dynamics of small clusters, where the number of particles is small (N <= 10). The particles interact through a short-range depletion attraction with a depth of a few k_B T. We describe two methods to form colloidal clusters, one based on isolating the particles in microwells and another based on directly assembling clusters in the gas phase using optical tweezers. We use the first technique to obtain ensemble-averaged probabilities of cluster structures as a function of N. These experiments show that clusters with symmetries compatible with crystalline order are rarely formed under equilibrium conditions. We use the second technique to study the dynamics of the clusters, and in particular how they transition between free-energy minima. To monitor the clusters we use a fast three-dimensional imaging technique, digital holographic microscopy, that can resolve the positions of each particle in the cluster with 30-45 nm precision on millisecond timescales. The real-space measurements allow us to obtain estimates for the lifetimes of the energy minima and the transition states. It is not yet clear whether the observed dynamics are relevant for small nuclei, which may not have sufficient time to transition between states before other particles or clusters attach to them. However, the measurements do provide some glimpses into how systems containing a small number of particles traverse their free-energy landscape.