I live in a very rural area in NJ, 90% of residents are on well water. We live in an area where a lot of fractured bedrock, the fractures serve as natural filtration. Net result is our water tastes great with no chlorine or other filtration.
Caveats - you need to ensure your well is deep enough to avoid surface contaminants, ours is about 180 feet deep. Also you need testing for new wells, as an example a few miles from us there is heavy arsenic concentrations that need to be filtered out.