Softeners are for "hard" water – with iron content. They don't remove chlorine, or much of anything else. Hard water causes soaps not to suds or to rinse away very well, can turn clothing yellow if exposed to bleach, can leave your skin feeling itchy or prickly, can leave stains in you plumbing fixtures… Not all city water (or well water) is hard – it needs to be tested. Softened water contains more sodium, is not necessarily good for you to drink and is bad for any plants and lawns, so if you have a softener, it should be bypassed for your kitchen and outdoor faucets.
Conditioners are for removing particulates, chlorine, fluoride, and some disease causing "stuff" like cryptosporidium or giardia – DEPENDING on the exact filters you choose. Walter filtration systems currently on the market do not remove MAC (with the possible exception of UV systems, which are not widely in home use yet and require substantial maintenance.) Multi-stage filters, which house two or more different kinds of filter cartridges, are used to treat multiple problems with water – for example, remove particulates, improve taste, and remove giardia cysts. So you need to understand what you are trying to accomplish, then match the filter(s) to your goals.
Water filters are NOT purifiers, so should not be used to treat non-potable water in order to make it drinkable.
If you have bad tasting water, a filter will help with that, but won't reduce hardness; you may need both. Filters have a limited life, and must be changed regularly to be effective, the smaller the filter the shorter its life. Also read the cautions that are in the package, seasonally used filters must be replaced when you turn the system on again due to potential for bacteria to grow. We have had a lot of problems with the Brita-type filters clogging prematurely from poor quality water, and even developing a moldy smell/taste after a short time in use.