I didn't start using a filter until about 10 years ago, before that I just drank what I found. Currently I'm using a old Pur/Katadyn Hiker, broke two handles and on my 8th or 9th filter cartridge. Last year the whole set up froze solid rendering the nearly new cartridge useless and so I had to boil water the rest of my trip.
So, what works in zero temps? Boiling, I guess. Don't wanna go the chemical route, iodine/chlorine, etc. Would the steripen work at zero degrees? Most of my water needs can still be fulfilled by dipping the jugs in the nearest spring, but sometimes I have to treat it, especially on big creeks and at heavily used sites.