I don't see a reason NOT to filter...the set ups we have been using with the sawyer inline filter make it super easy to filter as I drink. Sure the risk is low, but the filter hardly weighs anything, and I would sure hate to get sick in the backcountry over something as stupid as failing to filter. Or worse yet having my whole year (or life!) sidelined by giardia or some other nasty bug. My sister contracted shigella from untreated water when she lived in south America (not a common bug here in the US), and it took her the better part of a year to kick it even with a strong course of antibiotics. Nausea, vomiting, diarrhea, abdominal cramping, muscle wasting/weight loss....definitely not my idea of a good time.
With regard to the sawyer filters, we try to blow the water out of them and keep them warm when we are in freezing temps. In really cold weather we use a steripen...
That being said, if I were ever in a situation where I was stuck somewhere without filtration of any kind I would take my chances....in a survival situation dehydration will kill you way sooner than any bug you might contract.