Possibly. All depend on powerful oxidizers to destroy pathogens - iodine or chlorine for the most part (or chlorine dioxide, which, in the end, has some of the same byproducts as straight chlorine reactions). And the typical "dose" used in our settings is much higher than typical munincipal water as delivered at the tap for various logical reasons.
Clearly THMs are possible byproducts - you decide for yourself if that is a concern. I suppose the most likely method to cause side effects from continuous long term use of chemical water purification is iodine based disinfection. I have no idea what effect - some sensitivity? Thyroid effects?
Having said that, I used iodine treated water exclusively for weeks, sometimes months at a time over many years with no discernable side effects.
I have no concerns about using chemical purification. Long history tells us that the benefits (vastly reduced disease) greatly outweigh the risks (to be determined).
AFAIK presently there is no practical portable ozone purification method available, as ozone is pretty "unnatural" and requires high energy (ultimately electrical, although short wavelength light can do it) to create ozone - not any chemical reaction. Some munincipal plants use ozone treatment partially or wholly - more in Europe than the USA. It's an expensive way to go at a plant. Logically, ozone based would make the fewest (if any) byproducts that could cause us problems. Short wavelength EMR, like the UV Steri-Pen work through a variety of mechanisms, but a SIMPLE look would suggest no potentially harmful byprodcuts. Full truth more complex, but again, this is pretty much undetectable statistically. UV is otherwise like O3 - pretty much fixed plant and AFAIK, not used as the sole means of purification - energy costs for UV purification are too high for most plants.
Use your chemicals, eh? Beats getting whacked by some little nasty in your drinking water.