I know it's a bit bulky (not too bad, though), but the only thing I've found so far that really does trap water is a small Mr Funnel filter funnel. It's also slow to fill the tank, but it works.

The worst part about these is finding a way of storing the damn thing afterwards so your gear doesn't stink of fuel.

I think there might not be any sock-type filters that can filter water from fuel. If it is a problem, there are additives available that claim to break water contamination into particles that will allow them to go through the system.