so more henrys equals more filtration?
Yes, the choke in series is part of a low pass filter. It's a reactive component with a fixed term, it's DC resistance, and a variable one, it's reactance, which varies with frequency.
DC resistance is between a few ohms and up to 400 ohms or so for models commonly found in MI amps, a typical Fender 4H choke shows app. 100R DCR. Low DCR => small DC voltage drop.
Reactance varies with frequency: Xl = 2 * Pi * F * L => higher frequency, higher inductance => better filtering. At 120 Hz, a 4H choke will have a reactance of 2 * 3.14159 * 120 * 4 = 3.016 Kohms => high value, better filtering.
Impedance is the product of resistance and reactance: Z = SQR (DCR^2 + Xl^2), so a 4H 100R choke will show app. 3.02 Kohms at 120 Hz, 6.03 Kohms at 240 Hz, etc.
BTW, a capacitor is also a reactive component with Xl = 1 / (2 * Pi * F * C). Impedance decreases with higher capacitance and higher frequency. It acts the same when connected in parallel.
Another aspect is energy storage: current thru a choke creates a magnetic field, any change in current results in a voltage change across it. A choke regulates voltage, just as a capacitor, by acting as a reservoir. Mo' inductance or mo' capacitance => stiffer supply, less sag.