In which state of matter exactly are the clouds?
Clouds consist of suspended (floating) liquid water droplets ("liquid clouds"), frozen (solid) ice particles ("ice clouds"), or a mixture of both ("mixed phase clouds").  In-between those droplets or ice particles (meteorologists use the phrase hydrometeor to encompass both) is air which will contain water vapour, but what you are seeing is the liquid and solid parts.  Some people believe that when they're seeing clouds, they're seeing water vapour.  They are wrong.  Don't feel bad about sharing this belief, I've known an atmospheric (!!) scientist at a national research institute have the same misconception.  Whether the humid air between the droplets or particles is part of the cloud is a matter of definition, but ice particles may contain air bubbles so I think it would be unreasonable to say there is no water vapour in a cloud.

One way to tell this by yourself is experiencing fog.  Fog is nothing else than a cloud that is connected to the ground.  If you walk through fog (preferably dense fog) and look carefully, you will notice it consists of many tiny water droplets (or ice particles, but then it should be very cold, as small cloud particles will not freeze immediately at -5°C or -10°C).

Tall clouds such as Cumulonimbus usually consist of liquid droplets near the bottom, ice particles in the anvil or incus (the top part that may spread out horizontally), and mixed in-between.  Mixed phase clouds are pretty difficult to model or even measure accurately, as the exact proportion between liquid and solid depends on many (unknown) factors.

See also Ice and Mixed Phase Clouds at the Centre for Atmospheric Science, University of Manchester (UK).