You can get by just fine using an inexpensive charcoal filter and boiling your water. That's what I do.

Here's a link to the filter I use.

They have a bottle they sell to use them with, but I use one of these from the "Dollar Tree" stores. They're a lot lighter and pack smaller.

That combo cost less than $10 and works great for me. I really don't think you can get much cheaper, or lighter weight, or anymore effective in the practical sense.

I used a Katadyn Hiker filter for a few years, but those are pretty heavy and the filters are rather expensive. The Sawyer previously mentioned is a good filter, but I've heard those can lock up if they're not cleaned and stored correctly, so if you get one be sure to follow those instructions to the letter.

Unless you've taken antibiotics recently, if you're going somewhere that has pristine water, drink it, enjoy it, and treasure it. It's the best you can get and the minerals and bacteria you'd filter out are good for you, so don't filter it. Most places I go here in the Ozarks I do not filter the water, I seek out good sources instead. Locating a spring is always high on my list of things to do while I'm backpacking.

Finally, I appreciate what others say here, but I personally would not use chorine dioxide or iodine. Chorine is poison. It will kill the good gut bugs that thrive in your stomach and intestines that are your 1st line of defense against those viruses, bacteria, and cysts you're intending to kill with it, and it kills everything that's good in the water too. If you do use it, then filter your water afterwards with a good filter, like the Sawyer or a charcoal filter to remove the chlorine (or remaining chlorides, chlorites, etc).