There is little doubt that filtering your drinking water is a good idea.
Originally I purchased an MSR pump that screws onto a nalgene water bottle. The pump has a long suction hose so you can find a comfortable stop next to the water as you pump. The pump is moderate speed, not particularly fast or slow. The only downside was the combination of pump and nalgene seemed a little bulky, so I looked at other options. The MSR uses a ceramic filter as the purifying element.
The Sawyer Squeeze uses a flexible bag (to pressurize) and a membrane filter to purify. The package could fit into the pocket of my fly fishing shirt so it seemed attractive. After using the Sawyer during a 4 day trip, some limitations arose. The flexible plastic bottle that connects to the filter is a nuisance to fill. The flex bottle is rolled up and must be opened to let water in. When you put the bottle in the water, the water pressure closes it making a full load to squeeze a several time operation. Ryan suggested a flexible bottle with more rigidity to fill. Then, it you want to use the water for cooking, it needs to be squeezed into another container. So there are two containers and two hands to squeeze the water and it may be precarious if you are not at a level surface like the edge of a lake. So, to make things easier, you may add two bottles (one each for clean and dirty water). The weight does not go up by a lot, but the bulk has passed the MSR filter. If either bottle breaks or leaks, it could be a nuisance.
My current inclination is to take the MSR filter when I am backpacking and used the Sawyer Squeeze to fill the hydration pack in my fly vest when simply fishing. Using each filter turned out a little different than I thought.
I also thought about the Steri-Pen but have little confidence in battery power in the field. Besides, I enjoy drinking water while I am sitting on a bank or under the shade of a tree.
Ants