Which filter is best for you depends on the level of filtration you want. For taste, odor, and particles, a basic activated-charcoal filter is enough. For certain water-borne parasites, heavy metals such as lead, and other contaminants, you may need a reverse-osmosis system.
Before you can decide which type of filter is best, you need to know what impurities are in the water. Then you can get a filter that's specific to those impurities.