I always carry a Steri-pen, and think it's pretty awesome. The weight is pretty trivial, it's easy to use and leaves the water tasting better than chemical sanitizers.

I know plenty of people happy with the Sawyer Squeeze filter as well.

Both weigh only a few ounces and provide a margin of safety that wild water doesn't. Cost aside, unless you know you're going to be doing very urban touring, I see very little reason not to carry one.