If you live in an older house or neighborhood, you should absolutely test your water for lead. Even if you house is new, there could be a gooseneck to the city main that is lead. Some cities even offer heavy metal testing for free.

Other than for taste or hardness, I never felt particularly like filtering water. I don't think I can outsmart the dozen PHDs that run our municipal water system and don't want the hassle or waste of dealing with filters.

Also, obsessively filtering water can come with it's own health concerns. You can filter out the treatments added to water that prevent toxic algae from growing. And natural impurities in our water are actually a very underrated and important source of minerals.