The monolayers of group VI transition metal dichalcogenides feature a valence band spin splitting with opposite sign in the two valleys located at corners of 1st Brillouin zone. This spin-valley coupling, particularly pronounced in tungsten dichalcogenides, can benefit potential spintronics and valleytronics with the important consequences of spin-valley interplay and the suppression of spin and valley relaxations. Here we report the optical studies of MoS2,WS2 and WSe2 monolayers and multilayers. The efficiency of second harmonic generation (SHG) shows a dramatic even-odd oscillation consistent with the presence (absence) of inversion symmetry in even (odd) layer. Photoluminescence (PL) measurements show the crossover from an indirect band gap semiconductor at mutilayers to a direct-gap one at monolayers. The PL spectra and first-principle calculations consistently reveal a spin-valley coupling of 0.4 eV which suppresses interlayer hopping and manifests as a thickness independent splitting pattern at valence band edge near K points. This giant spin-valley coupling, together with the valley dependent physical properties, may lead to rich possibilities for manipulating spin and valley degrees of freedom in these atomically thin 2D materials.