Here are two videos about water filtration. The first is a DIY Emergency 5 Gallon Water Filter / Filtration System for $35. This system removes particulates, but not bacteria or protozoa, so bleach will need to be added (4 drops per quart of water).
The second video is from PreparedMind 101, where Chris talks about the Sawyer Mini Water Filter Kit, which is small, (Think backpackable), yet can handle 100,000 gals of water. It removes bacteria and protozoa, so no bleach is needed,