The Sawyer Squeeze is the best filter out there, with one MASSIVE but incredibly fixable problem. I'll get to that later.
First, the bags. Don't bother with them. Seriously. Just throw them away. They will spring a leak, and you will be pissed. I didn't even bother bringing them on the Pacific Crest Trail because I knew that in advance, but many other people did, and I don't know a single person whose bags did not spring a leak. Just trust me. Use bottles or find another bladder that threads (although I'm not positive there are other bladders that thread to the Sawyer).
The actual filter is WONDERFUL. It filters well and quickly, weighs almost nothing, and is super cheap. It's great to be able to drink right from the filter, too. The one problem, and it is a BIG one, is that the white rubber stopper that creates the suction in the bottom of the filter will come out if you tighten the filter too hard. This is hard to avoid, since you need to tighten the filter enough so that it doesn't leak. Once the stopper comes out, you can force it back in, but eventually it will come out again and your bottle will leak dirty water into the clean water. However, as I said, there is a very simple solution. My friend gave me this red stopper that he said you can get for like a buck at any hardware store. It's just a ring around the outside with a large circular hole, rather than a circle with a small circular hole (if that didn't make sense, what I mean is that the circular hole in the white rubber stopper it comes with is significantly smaller than the circular hole in the red rubber stopper I am describing). Anyway, replace the stopper with that, and you're good to go. I haven't had any problems with my Sawyer since I got the new stopper, and I absolutely love it. Before then, I was about ready to trade it in for the Platypus Gravity Filter.