Since you'd prefer a contactless signal, the coil idea sounds good to me. I've used it in the past.
Otherwise, you'd of course get excellent results with an opto as well.
Remember you will have to wind the coil around only one of the conductors in the mains cable. If you do it around the whole cable, you'd get no signal.
Alternately, why not just tap the signal off your power supply before rectification? Or use another small mains transformer?
Regards,
Anand