chokes have a very high AC resistance but a low DC resistance - so for AC - ripple, spikes/nasties on the power line, etc - they filter very effectively whilst for DC - the power your amp wants - has a relatively unimpeded flow. Sort of like having two resistors in your power supply; a small one for DC and a very large one for AC. In the old days large capacitors were expensive and chokes cheaper so one saw lots of chokes and small value capacitors. chokes unfortunately are reactive and in combination with the capacitance will have a resonance that usually pops up in the audio band. the larger the capacitor the lower the resonance, so a small amount of capacitance is not actually ideal with a choke. chokes are very effective filter components but they are large, moderately expensive these days and susceptible to hum. electronic regulation can be far more effective, smaller and suffers no hum issues but can be a pain to construct and is more complex. in audio you can never have a PSU that is too clean.......