If my pump starts running constantly I'd know it. I have an indoor pump that I can hear every time it kicks on.. Actually, the water in my well frequently comes out under pressure even without the pump. I suppose that's a good feature if the power goes out, but it sure was a problem when the main shutoff valve from the well broke. The only way to replace it was to take a very strong, very cold shower for a couple minutes while I took the old valve off and got the new one on. You are correct about the cost of filters though. I have to use carbon filters to take out the sulfur, and they're over $30 each.

Bonus, my town water doesn't go out when the power does.