Some few years ago, I looked at what was around and thought the Corcom EC series, said to have "...the highest attenuation of any available standard inlet filter." It begins to attenuate around 100kHz, but doesn't get really effective until a few hundred kHz; the more typical ones don't start until 10MHz. I even bought a couple, but then I got distracted onto another project. So I don't have any actual experience. Best bet is to download spec sheets and study them carefully.
Long ago the late John "Buddha" Camille published some thoughts on the subject. Kind of intense, but some good stuff. It was in the old VALVE magazine - v6n3 and v6n4 1999 - the article title was "Buddhafied Afterglow." Following his ideas, I was going to add a CLCLC filter with common-mode chokes, to extend the attenuation band down to around 30kHz.
I should probably put the parts together in a separate box and give it a listen.