What is everyone using, filter or chemical?
Is the water clear enough to capture in a Nalgene then treat and drink or do I need to pre-filter with a coffee filter or bandanna?
There is definitely no need to pre filter, I don't know anyone who does. Both systems work fine, it is a matter of preference.
If you do use iodine tablets (might be hard to find right now!), many people don't know that the "neutralizing tablets" often sold with them, are vitamin C. So, if you use a flavoring in the water, like Gatorade, virtually all of which contain Vit C, you want to wait until the chemical is done working before adding the drink mix.
(I also do not treat the water, though)