The filter you have selected is a pretty basic design, with only one common-mode choke. For a higher performance filter, the tradeoffs are size and cost. Overall, I prefer ones with the IEC connector built-in. Most people don't catch that inside a chassis, the wiring between the power connector and the filter input is an antenna that can both radiate and receive EMI.
Separate from that, here is a broad generalization: For any given filter's physical size and shape, the lower the current rating, the better the filtering performance.
ak