Millipore has these 'water machines' that filter the water for you. I'm not sure how fast they go, and i'm sure the filters are expensive but.. I did luck onto some really really fine filters years ago, something like 2um.. like giant syringe filters. Perhaps with a vacuum.. ? *shrug*
Otherwise I agree, distillation consumes a lot of energy. They have those water stands around here. $0.25 a gallon, it's supposed to be pretty clean. Not sure about pure lab water but hey..