Have your water tested, and treat based upon what you're trying to remove. Using a shotgun approach of just treating based on a guess or internet forum advice isn't the most effective approach. But, it can be expensive, and the expense might be better used on treating the water instead.
I would always start with a sediment filter to eliminate solid contaminants if they are present. The only problem with sediment filters is they tend to grow bacteria, so you need to change them monthly or so. If you find that they don't trap anything, you can stop using one.
Real testing for nitrates, arsenic, pesticides and metals is quite expensive. It might be just as well to install a reverse osmosis in your kitchen sink, and use that for any cooking or drinking water. Although that is somewhat of the shotgun approach, it might be cheaper than the testing. Especially if you have taste or appearance issues now that makes you want to treat.