Rain water is generally the safest source of drinking water, as long as you don't live in a chemically polluted environment. To remove heavy metals etc. you'd need active carbon filters or use distillation. But if you live far from big industry, you can assume rain water is fit for drinking. You could boil it to feel safer on top of that.

Ground water, if taken from a deep depth, is filtered by ground layers. It will contain mud, but you just need to let it stay for a while and take water from top. This is how it is done in a well.

Because of bacteriological and parasite hazards, you should always cook water that you draw this way, as long as you are not sure it's safe to drink it raw. In my family village, every household had its own well, but some of them were better to drink. Most of the people were taking water for drinking and cooking from the neighbor who was the luckiest when it came to drinking water.

You can't use water from wells near heavy industry, latrines, pastures, etc. without distillation. Only people who are used to it from childhood can drink such water. I've observed it in Georgia, where children were drinking water from a garden hose. If we drank that water, we'd probably get heavy diarrhea the next day.

In worst case, when you have only contaminated water, you can try to build distillation facility. It requires a lot energy (you can use solar energy). I'm not sure if it is safe with some industrial toxins that evaporate easily, but it's enough for organic toxins such as those from bacteria.

In the United States, the average water consumption rate is about 1 quart per day. If you're the only person who needs drinking water, then the costs of digging a well are probably not justified.

The easiest option is trucking. Anything between a 5-gallon carboy on a bicycle or in a car, up to a couple hundred gallons in the back of a pickup truck is accessible to most people. Most grocery stores in the USA let you fill your containers for a small fee.

Capturing rainwater may sound attractive. For every 1000 sq. ft. of roof, and every inch of rain, you can collect 600 gallons of water. The main problem you're likely to hit is contamination by your roof. Even if you have an appropriate roof material, you'll probably want to filter the water before drinking it. A slow sand filter might be a good choice, since it's cheap and uses low-energy materials.

Note that if you want to supply water to more people, or you want to use the same water for washing, you'll need to bigger, more expensive systems to provide enough water.

Look up dew ponds and air wells. These use the difference in air temperature to pull water from the atmosphere. They are very location-dependent, and I've never seen them, but they have been used for thousands of years. I imagine in most parts of the world, they are not sufficient for anything more than producing drinking water, but not agriculture or clothes washing, which take up a lot of water.