UV 'pens' don't kill viruses, but instead render them harmless by scrambling their DNA so they can't reproduce. They're highly effective, easy to use, and don't affect the water's taste, but they do require a power source of some kind.
Chemical water purifiers come in either drops or tablet form. They're inexpensive and easy to use, but they could impart a taste to the water.
No matter how clear water may appear, there's always a chance it's contaminated with microscopic organisms like Giardia or, if you're around or downstream of human activity, viruses. Water purifiers eliminate these threats, using a chemical or UV light to kill any bacteria, protozoa, and viruses that might be lurking in the water. It's always a good idea to use a purifier on conjunction with a filter.