I think it's already been covered, but I thought I'd put in my okie openion
We bought a place that has a well and septic, both of us grew up on well and septic so we think that's normal. City water is gross! Well water (ours at least) is kinda gross until you get used to it. But once we got used to it we love it! We have to buy bottled water before anyone comes and visits that's used to city water, though, so they don't get sick. No, we didn't get the water tested, it didn't make us real sick, it just upset our systems a little bit. We don't have any filters on it, but my MIL has filters on hers that keep hers cleaner. We don't really mind the water how it is, it's fine.
For cost, it's recommended to put aside about 1/2 of what you were paying for city water to cover expences if the pump breaks, you need your spetic pumped, etc. That way it doesn't come as a surprise. We don't do that... but it would be a good idea to...
For pressure, if you get a huge tank (ours is like 5 gallons, tiny!) you don't have a problem with pressure. My parents just put in a 500 gallon tank and they can shower, wash dishes, and water the garden all at the same time. Unheard of for us!
Having a big tank is also better on your pump, as it's not starting and stopping all the time.
To well-shock ours, I pour a cup of bleach down the well head, don't use water for a few hours, and then run all the facuets and stuff for about 10 mins to try and flush the system. Not exactly NFL, but if the water is getting murky or tasting weird, that clears it up. We don't have money right now to do testing and stuff. We mostly only need to do this when it's been real dry, in the late summer and fall, I guess the rain and stuff keeps the ick diluted enough that it's fine.
When the power goes out (in CA it did all the time, we haven't had it out for more than 10 mins in MT!) we'd collect rain water in buckets and use that to flush the toilets. For water water, we'd always have a few gallons that we kept around JIC.
City people are always amazed that we get water directly from the gound and, oh my goodness, drink it withough sterilizing it
The ground itself is a darn good filter, so that's why it's good.
I think our well is 250 feet deep.