The best water is rain or distilled water. You have to avoid water (like city tap water) that has minerals and salts in it. The residue will build up in the soil and kill your plant. Well water can also have minerals in it. You can make distilled water with an Reverse Osmosis (R.O.) system but they are kinda expensive so I've heard. I try to collect rain water and otherwise buy distilled water (not spring or drinking water) at the grocery store.
Not to be a stickler but... you can purify your water with a reverse osmosis system (somewhat expensive). Distilled water is a different thing (different process). If you don't have many plants, purchasing distilled water is fairly inexpensive. Collecting rain water is the best. Do not give straight tap water, it will kill your plant(s). (Probably). To answer your question directly... you can make distilled water but it's really not practicable. If you're interested do a Google search on the distillation process. (Kinda like making moonshine)