There are a number of ways to purify water, off the top of my head we have filters, iodine, and boiling. Clearly each has some advantage/disadvantage (iodine tastes terrible, boiling takes time). Which of these is the safest? Is there another method that's safer?
When you're asking for the safest way to purify water, you're asking for the method that removes the most harmful stuff from the water, like bacteria, viruses and larger impurities like mud or sand.
No one method is really perfect at removing everything, so I usually use a two-stage approach:
Edit: As commenters noted, if you're in an area with potential chemical pollutants or metals in the water, you should filter even if the water appears clear. But if you're really in a situation where mother nature's water has been tainted by man-made waste, you should probably pack in all of your own water anyways.
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I would get a ceramic filter that is rated to remove metals like arsenic (this is a particular issue in the UK where most surface water in the wild country can harbour arsenic - but I'd rather assume all ground water to be 'tainted' than drink it and become poisoned). I've used some hand-pumped filters which can draw water from a lake or river, and filter at the rate of about a litre a minute.
Then, drop an chlorine tab into the water - this usually requires 30 minutes to completely kill off biologic contamination. You can then get neutralisers to remove the taste of the chlorine from the water.
Boiling shouldn't be necessary after this treatment - unless you want a cuppa.
One thing - do not rely on the apparent clarity of the water - bacteria/viruses and dissolved metals will almost always be invisible to the naked eye.
I have no science to back me up, but the SAFEST way would be boiling. Since water all boils at the same point; you know as soon as it starts rolling that the nasties are all being killed. Hold at a rolling boil for 2 minutes (as I was taught), and it is safe to drink.
If boiling isn't an option, aqua mira is usually a good choice. It's a doddle to use, and is very effective. It doesn't make the water taste like soap either, like some of the tablets do.
Boiling is the best thing to do, as stated already - I was always taught to boil for 2 minutes and then it's safe. (Far from an accepted time though. For debate on how long you should boil, see here: How long does water need to be boiled for to kill all bacteria / viruses?)
As pointed out below though it may be wise to use a filter to get rid of any toxic metals prior to boiling. I've personally not had an issue with them but it depends heavily on the area, and better safe than sorry!
In situations where you can't boil it then chlorine tablets can be an alternative; while I don't have a source to hand I'm sure that I read they're generally recommended above iodine tablets because the latter if used extensively over time can damage the thyroid.
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Boiling alone will leave most contaminants in the water, such as heavy metals, hydrocarbons, etc... multi-stage distillation will both kill pathogens and leave most contaminants in the residue.
Distillation can be carried out using a solar still if a fire and appropriate equipment isn't available. One stage distillation is usually enough unless the water source is heavily contaminated.
Is usually combined with another method of filtration/purification, but has very high water purity if used properly, although the energy required and the efficiency when using low pressures (like a hand pump) make this a poor choice when hiking.
In both cases, the water really should be filtered until clear for the best results and ease of use, although this is not strictly necessary. For best results, purifications/filtration methods should be used together, for example, activated carbon filtration of distilled water (for volatile organic copounds) or chlorination of water recovered by reverse osmosis.
Distillation and reverse osmosis are also the only two methods mentioned so far able to desalinate seawater. You will need to re-mineralise the water in both cases, both for taste and electrolytes.
Both methods require a lot of energy, but will guarantee exceptionally safe water.
There is typically no need to purify water collected from natural sources in the wilderness. For example, in a survey of 69 sites in the Sierra, every site had concentrations of Giardia cysts much too low to make anyone sick.[Rockwell 2002] The perception that backcountry water is unsafe to drink without treatment is folk wisdom that is controverted by the available scientific evidence, at least in the backcountry areas in the US such as the Sierra that have been extensively studied. Of course none of this applies outside of the backcountry, e.g., you certainly don't want to drink water in Arkansas that comes from runoff from a poultry farm.
When people do actually contract backpacker's diarrhea from exposure during a hiking trip, by far the most common reason is hand-to-mouth contamination.[Welch 1995] The most effective disease prevention measures are to wash your hands after pooping, refrain from sharing pots and pans, and use freezer-bag cooking so that food never goes in your pots.
If you do want to purify your water, there's a lot to be said for UV (steripen), which is one of the few methods that will kill all three types of disease-causing organisms: viruses, bacteria, and protozoan cysts. Unlike boiling and halogens, it gives you water that you can drink immediately while hiking during the day.
For more detail, I have a long article on this topic here, with lots of citations to reliable scientific and medical sources: http://lightandmatter.com/article/hiking_water.html . I realize that my answer goes against the conventional wisdom, and that's why I've provided references to scientific papers in this answer, as well as much more extensive references in the longer article.
Rockwell 2002 - Robert L. Rockwell, Sierra Nature Notes, Volume 2, January 2002, http://web.archive.org/web/20051026030831/www.yosemite.org/naturenotes/Giardia.htm
Welch 1995 - Thomas R. Welch and Timothy P. Welch, "Giardiasis as a threat to backpackers in the United States: a survey of state health departments," Wilderness and Environmental Medicine, 6 (1995) 162, http://www.wemjournal.org/article/S1080-6032%2895%2971046-8/abstract
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