Refrigerator filters simply don't remove enough contaminants, since they just use carbon to remove larger dissolved compounds. Some contaminants -- while they could be removed by carbon -- will still rinse past the carbon and into the recepticle/pitcher since they're not being forced throught the filter media.
RO water is much preferred as the membrane only allows water molecules - which are very small (smaller than most dissolved contaminants) -- to pass though it.
If your LFS doesn't sell RO water, many discount retailers (like Wally Mart) do. If you buy a 3gl., 5gl. or larger gallon container from them once, you can usually purchase indefinite refills for under a $1 a gallon.
KH