Two-dimensional (2D) van der Waals (vdW) materials promise ideal electrostatic control of charge carrier flow in a channel free of surface roughness or defects. To realize this ideal, good vdW dielectrics are needed in addition to the well explored channel materials. We study the dielectric properties of 32 easily exfoliable vdW materials using first principles methods. Specifically, we calculate the static and optical dielectric response of the monolayer and bulk form. In monolayers, we discover a strong out-of-plane response in GeClF (10.99), LaOBr (13.20), LaOCl (55.80) and PbClF (15.17), while the in-plane dielectric response is strong in BiOCl, PbClF, and TlF, ranging from 64.86 to 98.37. To assess their potential as gate dielectrics, we calculate the bandgap and electron affinity, and estimate the leakage current through the dielectric. We discover seven monolayer 2D dielectrics that promise to outperform bulk HfO2: LaOBr, LaOCl, CaHI, SrBrF, SrHBr, SrHI, and TlF with lower leakage currents at a significantly reduced equivalent oxide thickness. Of these, LaOBr and LaOCl are the most promising and our findings motivate the growth and exfoliation of rare-earth oxyhalides for their use as vdW dielectrics on vdW transistor channel materials.