We present a photoelectron imaging study of the small sodium cluster anions Na-3(-), Na-5(-), and Na-2(-) at photon energies in the visible and near UV range (hv = 1.64-4.28 eV). The resulting angular distributions are remarkably diverse and exhibit a strong dependence on photon energy; only for hv > 3.5 eV do they evolve into more uniform distributions peaked in the direction of the laser polarization. We show that different energy dependencies of the distributions are related to different angular-momentum characters of the bound states. The jellium s-like character of the lowest single-particle states results in photoelectron emission parallel to the laser polarization at all photon energies, whereas the p-like character of the higher states leads to essentially isotropic distributions at threshold and a strong variation with photon energy. Close to the detachment threshold, the asymptotic angular distributions are attributed to the approximate validity of Wigner's law, which states that the spectrum is dominated by the partial wave with the smallest angular momentum. For the planar duster Na-5(-), we observe characteristically different behavior for electrons detached from the two in-plane p-like states, and we show how this correlates with the molecular symmetry. Our results indicate that a simple jellium-like description of the molecular orbitals is appropriate for the three-dimensional cluster Na-7(-), despite the energetic splitting of the normally triply degenerate 1p level.