If you are gathering water that has flowed through areas populated by humans or domesticated animals, then it seems these nasties could be a threat.

If the water is comes from a relatively pristene area, then my take is that the threat is pretty minimal.

In a place like the Boundary Waters, where there are fair numbers of human (and domesticated animal) visitors, I'd be cautious of untreated water. In "real" back areas, I wouldn't be too concerned.

Here are a few articles I've found on the backcountry threat:

http://wms.org/pubs/Giardiasis.htm

Here is another very good article that suggests food contamination from "dirty" hands may be potential source:

http://www.yosemite.org/naturenotes/Giardia.htm
and (same article & author, slightly modified)
http://lomaprieta.sierraclub.org/pcs/articles/giardia.asp

Here's a kind of funny (?) article about New Zealand water that mentions that Germans are often blamed from bringing nasties to N.Z.

http://www.wildernessmag.com/features_cool.htm