You'll find many who do not use a filtered IEC, and if you don't end up going that route and find that maybe you want to add one there are filters that could be added to the inside of the case between your existing IEC and the transformers. Some filtered ones can be expensive yes, the one I linked to was one of the cheapest I could find between Mouser and Digikey.
As for the number of wires from the PS to the amp boards, if your using just one sigma22 PS then 3 wires should be fine as all V+/GND/V- connections at the sigma are connected to one trace, respectively. Of course I have no technical data to back up what I say so that makes it just my own personal opinion. The reason I use more wire and dual supplies in my own balanced setup is more for personal satisfaction than anything else.
It looks perty.
