Absolutely. Particularly in cold wx, boiling beats the pants off of chemical treatments. Chemical treatments take a long time in very cold water. Instead of the 30 minutes listed on the iodine bottle, several hours are required. With chemical treatments, you're almost better letting them work overnight. Chemicals? Nah. Burn, baby, burn.

There's a bit more of a problem in areas where fuel is scarce or fires are prohibited. I guess a filter is your best option in cold wx under those circumstances, but one has to be careful to not leave water in the filter. Water left in the filter may freeze, rupturing the filter and rendering it useless. Alternatively, one could bring in a white gas (or canister depending on the type and conditions) stove and boil one's water, but that can add a lot of weight and bulk to one's kit. If temps are well below 0C/32F, then one will probably want to bring a stove anyway. With those temp, the water available tends to be the solid kind.