I've been using the MSR MIOX for years. It's been tested and supposedly used by the military. As best I can tell, the Steripen has not. They look very fragile to me and the thought of having to clean up all that glass, after dropping one on a rock, is enough reason for me to not carry one. Back up for any water purifying system is boiling the water over a campfire.
I remember a Backpacker Magazine article that tried to test chemicals, filtering and just drinking the water (the Steripen didn't exist then). They measured the percentage of people who got sick in a given section of trail over a given time period. Don't remember the exact percentages (they carried to the tenth of a percent), but the results were something like: filtering the water - 15%, chemical treating the water - 15% and drinking untreated water - wait for it - 15%! I still treat with my MSR MIOX, but wonder if I'm wasting my time.