I live by Dartmoor and walk there regularly (in fact I was up there earlier today).
The moor carries a significant stock of sheep, cattle and ponies. I've heard of tests that found much of the water is quite heavily contaminated with faeces. In fact the army have used Dartmoor water for testing the effectiveness of filters. The risk is probably quite low, but significantly higher than zero.
So personally I use a good modern bottle filter (known as the TravelTap in the UK, and the Sechelle in the US). It's certified as effective by many agencies, affordable, light, convenient and lasts for years. If you use a bladder, there are inline equivalents. For me it's a no-brainer - there's no significant downside that I can see. Using this filter I've spent hundreds of days on the moor with no issues.
I also avoid water below the larger mines, as I've been told that there's some heavy metal contamination. As much of the place is bog, there's no lack of alternative sources!
I can't see any point to a Millbank bag - the water is running over granite and there's rarely much particulate. Plus a bag costs and weighs almost as much as my filter. Boiling isn't very practical for filling up during the day and requires quite a weight of fuel. You could save yourself a lot of unnecessary faff by using a decent filter!