I don't think Andrew has moved the argument; he has clearly stated that the best place to filter out any spurious mains noise is in the power supply.

My position is the same:

There is noise on the mains; fridges and freezers are good (bad?) sources for this.
Mains filters work as designed.
Shielded cables work as designed.
Plugs and cables that meet the relevant standards (BS1363 etc.) work as designed.
If mains filtering and 'special' mains cables can make a difference to the measured performance of an piece of equipment (audio or other), the equipment is poorly designed and fails the EMC requirement (electromagnetic compatibility BS 61000).
Getting rid of the noise on the mains is very very easy (and cheap) once you are on the DC side, simple smoothing capacitors of the correct type and size.

A last thought, if your equipment is susceptible to mains noise, maybe it's power supply is out of specification, usually the capacitors are the culprits.