Generally, this decision is based on your water quality. If you have water quality concerns, chances are you already have a softener or filter on your incoming water line. Recommended water pressure in many cases is 15-20 PSIG. Some steam generator manufacturers now offer a water filter http://www.steamsaunabath.com//catalog/product_info.php/manufacturers_id//products_id/101283
Used in conjunction with an automatic drain system, available for most generators, this certainly is a good step toward preventative maintenance for your steam generator.