It would be best to place each AC power line filter in it's own enclosure. Then use a very short cord to the hi-fi component that it is supplying. The cord between the filter and the hi-fi component is an interference antenna, so the shorter the better. Actually with the filter enclosure attached to the component chassis is best, but it's darn hard to do.
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reference:
the Henry Ott book "Electromagnetic Compatibility Engineering"
http://www.hottconsultants.com/EMCE_book_files/emce_book.html13.1 Power-Line Filters
The performance of this (power-line) filter is as much if not more a function of how and where it is mounted, and how it's leads are routed, as it of the electrical design of the filter.