[washey]

The question states:

Which covalent bond is most polar?

N-F  (This is my answer because it has the largest difference in En)
C-F
Cl-F
F-F
 
Am I correct, or do I still need to calculate the dipole moments of each?

[macman104]

Nitrogen - Fluorine has a larger difference than Carbon-Fluorine?

[washey]

No, the C-F has the largest En difference, I fat fingered the key board and put that in the wrong spot. Still, do you agree that is the correct answer, or do I need the Dipole moments?

[Yggdrasil]

For one bond, the dipole moment will follow the same trend as the electronegativity difference.  You really need to consider dipole moments, however, once you consider whole molecules where dipoles from different bonds can start canceling each other out.