With carbon elements, only MSR, 1st Need, and Basic Designs remove harmful chemicals. I've used a First Need filter exclusively and haven't had any problems. Occasionally you'll find that even a brand new filter will clog up in a hurry and no amount of back-washing will help. As much as I hate to spend that sum of money, I suppose you've got to realize that it's pretty cheap insurance, lasts a long time, and is, in fact, cheaper in the long run than the less expensive models. So much to consider.
Flashlights have the headlamp crowd and the mini-mag crowd.
Strap it on your head or stick it in your mouth. I've never really thought too much about the whole situation. I've used mini-mags. I've never used a headlamp. Just never had the opportunity, I suppose.