One problem is that it may not fit in a chassis that is already drilled for a regular IEC and is too crowded around the IEC.
They also make them in little metal boxes that are soldered closed/sealed for a metal shield. Corcom makes them (encapsulated filter/integrated filter) as do others, Mouser and DigiKey sell them. (I have 1 here and would post a pic but I can't find it right now.)
They come with different circuits and can be very pricey. I think most of them are over kill for a filter for a guitar amp but might be needed for sensitive medical, industrial and military equipment. I can't figure out how to interpret the data for them, frequencies that they aim for from the spec sheets.
Kevin O'Connor's TUT 5, 20th chapter, is called 'Symmetric Source' and he talks a little about these line filters and shows how to make your own choke, 1 to 2w R flame proof, no value because you wind #16 enameled wire tight over the body and solder the wires ends to the R ends, so the R is shorted and used as a bobbin.
Or, he lists Miller coil #5219 for the small choke used with the X/Y type caps to make your own filter. (Although he doesn't mention X/Y type caps.)
(The symmetric source is a stand alone power source that is made with a toroidal step down PT. The PT's secondary has a CT so you get 60-0-60acv to cancel some of the common mode line noise. Then he adds a line filter on the PT secondary to "add a bit of RF noise suppression to further quiet our equipment." HBP, when this was brought up before, posted a link showing how to build the same type of power/filter source. So it's out there on line, from a different author.)
Does anyone know if there is a high quality power strip with this built in? I THINK, you could then use it with any amp and get the same protection?
I think the higher end/more expensive models do, like Isobar, but I think the symmetric source would be better? OTOH, we've been playing without these things for many decades. And if you build or rebuild an amp with good lead dress and a good grounding schem your already way a head. But if you need the amp as quiet as possible, because your in a recording studio, then you have a few more options.
I think some recording studios already use a centered taped secondary toroidal step down PT installed right in a wall circuit breaker panel box that feeds the studio wall outlets.