In the UK, treating rainwater to a high standard (for bathing or even drinking) is not recommended. Besides the expense, the impact of all the equipment needed outweighs the environmental benefits of reducing mains water use. Small-scale water treatment systems use lots of energy in manufacture and use, and the filters need to be regularly replaced (creating waste).
Even systems for using rainwater for non-potable uses within a house have quite a high environmental impact.
If you are not on mains water then collecting and treating rainwater is an option - but in the UK, groundwater or a stream will usually be more reliable and need less treatment. For much more advice on the options, see the book Choosing Ecological Water Supply and Treatment.
Treating rainwater to a higher level is more suitable in dry countries (e.g. Australia), or places with very dirty groundwater (e.g. Germany). In these cases, the extra expense and energy use might be justifiable against the alternatives.