The two types of water filters I'd suggest for backpackers are gravity fed or pumps. The difference is pretty simple, but it's important to understand your environment and what filter will work the best. Here in the Pacific Northwest, I can easily find streams or deep pools of water deep enough to fill a bottle.
If, however, you're a desert dweller where water is scarce, you may want to consider a pump. Pumps have long tubes or straws that you put into the water, then pump it into a bottle. Once in the bottle the water is purified and ready to drink.
Most filters these days are pretty incredible and I'd suggest always filtering water to reduce risk of contracting some digestive bacteria lurking in that savory H2O.