Is it worth to filter the fuel / gasoil we buy from the fuel station before putting it in our car ?
Filterings may include - removing small particles - removing the water that might be in the fuel - others ...
I would have to say that it probably isn't worth the effort to pre-filter the fuel. In general, if you're buying fuel with noticeable water in it, then get your fuel somewhere else. The existing fuel filter (providing you're using a good quality one and not a $2 one) should be plenty sufficient to filter small particles etc.
The hassle involved in buying your own bulk fuel and pre-filtering or even trying to rig up a pre filtering system to the inlet of your fuel tank seems like a lot of expense and effort for very little gain.
The issue of dirty fuel has been greatly mitigated by modern pollution control regulations. Twenty or thirty years ago a lot of underground storage tanks were steel. The steel was prone to rust. The rust would be caused by the water that would settle to the bottom of the tank. The water would be introduced into the tank from the ambient air that goes into the tank as it empties or ground water that seeps into the tank at any leak points. Modern tanks are for the most part non metallic fiberglass, hightech plastics etc. When the tanks are installed, most areas require some sort of fuel leak detection. If a leak that allowed groundwater into the tank occurred, fuel would also escape setting the fuel leak alarm. As fuel cost have risen electronic fuel volume monitoring is also prevalent. This monitors fuel in and fuel out. Any water leaks into the tank would be shown as a difference between fuel pumped and fuel stored. What all this means is prefiltering your fuel is not worth the effort unless you live in a remote area with a known issue of contaminated fuel.