The recently developed technique of accessing volatile liquids in a high vacuum environment by using a very thin liquid jet is implemented to carry out the first measurements of photoelectron spectra of pure liquid water, methanol, ethanol, 1-propanol, 1-butanol, and benzyl alcohol as well as of liquid n-nonane. The apparatus, which consists of a commercial hemispherical (10 cm mean radius) electron analyzer and a hollow cathode discharge He I right source is described in detail and the problems of the sampling of the photoelectrons in such an environment are discussed. For water and most of the alcohols up to six different electronic bands could be resolved. The spectra of 1-butanol and n-nonane show two weakly discernable peaks from which the threshold ionization potential could be determined. A deconvolution of the photoelectron spectra is used to extract ionization potentials of individual molecular bands of molecules near the surface of the liquid and shifts of the order of 1 eV compared to the gas phase are observed. A molecular orientation for water molecules at the surface of liquid water is inferred from a comparison of the relative band strengths with the gas phase. Similar effects are also observed for some of the alcohols. The results are discussed in term of a simple "Born-solvation" model.