I always have a MSR Miniworks with me on Multidays. I don't always use it.
I believe that water filters are a must to carry even if you dont intend to use it. I like the MSR because it has a hose which helps to distance the unlcean water from your filtered water. It's possible to contaminate filtered water with just one drop of untreated. The 'all in one' filter and bottle type strike me as inviting this to happen, as do the military types which fit water bottles.
There are some 'nasties' which filters wont catch, so a secondary cleaning is a good idea. I dont't like iodine, and I'm a bit wary of its health risks, I also dislike the taste of chlorine, so I boil the water after filtering. I know that many will think this is overkill, but i prefer not to take risks.
As I said before, I dont often filter water, but when I do, I do the whole works!