I've used a Katadyn squeeze bottle filter which is a lot of effort but better than nothing. However, I'm now aware of heavy metal contamination in just about all the water sources, including municipal, in my area. Given the option I would prefer to take something that can filter out heavy metals, especially when touring areas with a long history of mining, heavy industry, factory farming, or coal-fired power plants. The pickings appear to be really slim there. The Waterman Mini is just about the only thing I can find, and that's mostly only available in Australia. Something like this looks useful:
New portable water filter uses nanoparticles to remove biological and heavy metal pollutants : TreeHugger. Hopefully that kind of thing will make it to production.