Yes, my humidifier actually has filters you can buy, but it's a bit cost prohibitive (around $20/filter and with the hardness of the water they only last about 3 weeks).
I just use filtered water from my fridge or from my Brita. Haven't noticed any nasty build up in the humidifier or any hazy production. The larger Honeywell I use in the master bedroom is the top fill which is designed as filter free.