I have had good luck with the filters like the Sawyer Squeeze and it's ilk. I have used them a lot, most often while backpacking, with no problems.
More often that not I have not found a filter all that useful on a bike tour though. There are exceptions, but most of the places I have gone where water resupply was scarce surface water to filter was also pretty much nonexistent. For example on the Southern Tier I didn't find it worth carrying one, ditto for most of my other road tours. On the other hand there were trips in the Sierras where filtering ice cold mountain stream water was worth the trouble just to get ice cold drinking water. That was a real treat in the heat on my tour of the southern portion of the ACA Sierra Cascades Route. Also if going off road a filter might become a must.
The good news is that this class of filters weighs a couple ounces so taking one isn't heinous if it isn't used, but even so I have not found one worth carrying on most tours. That said if I carry a filter it is one of these little squeeze ones (I often rig it up as a gravity filter though).
There is one possible drawback. They may be compromised if frozen when wet so protect against that.
I have never had the problem that Cyccocommute reports, but maybe testing out the filter before a trip if it hasn't been used for a long time might be a good idea as well. That or just carry an unused spare (3 ounces).