I've got one. Haven't used it that much, but the times I've used it, it seems to
work pretty well.
Works off of ultraviolet and seems to kill all the nasty little critters.

The only problem that I can see with it over other methods is that you need
4 AA batteries to use it. If you take it, you had better take along spare
batteries for it.

http://www.steripen.com/

Usually, I'll boil the water either over a fire or on a stove. That way, I
know that the little critters are dead.