I'm going to speak very generally because I'm headed to work:
Your power filter will basically give you 0.9 to 1.4 times the voltage of your power transformer. This is a factor of how much capacitance the first element has versus inductance. 0 capacitance gives 0.9, 40uF and a tube rectifier gives you roughly 1.4 times. If you use a pure "choke input" filter with no capacitance at all, you end up with a power supply described as "current rich and voltage poor". It's a very good supply for a single ended amp, but as you can see you need a lot of voltage to start with, and your first choke has to be substantial because it'll take a hell of a beating.
For this reason, sometimes people design with a "small C" power supply and put like a 1-2uF cap as the first element, to "protect" the choke, and get the voltage up a little. You can also "tune" the filter by altering the first cap value, to get slightly more or less voltage.