Imagin, I have had the same thoughts. From what limited research I have done (and PLEASE don't depend on what I have done), the ones with the greatest filtering/purifying abilities (meaning they have the smallest pore size filters) are the First Need XL and the Sawyer filters.
Here are a couple links for ya.
http://www.sawyer.com/products.htmhttp://generalecology.com/category/portable/product/first_need_xl_portable_water_purifier-newThese links should help lead you to more reviews from actual users, not from the manufacturers websites.
And yes, the Katdyn filters, specifically the Hiker gets a lot of good press.