A well made power supply probably already has ferrite chokes in its circuitry to deal with interference introduced into the supply.
Starting with a good power supply is probably more important than making sure your power cord has a bead on it, and is likely more important than the power cord itself
How the power supply is utilised would also be more important that the power cord.
I don't know how much interference gets picked up by interconnects... especially if they are short. And especially if your environment is clean from sources of interference. Putting beads on them wouldn't hurt anything (besides your wallet) I don't think.
By all means, do some tests if you have the means
I don't think you need to worry about interference on digital coax cables. Just pick a well-made one.
The frequencies probably aren't high enough (not too much higher than audio frequencies) to see any attenuation from those clip on beads which tend to peak in the hundreds of MHz. But there is no need to mess around with the signal. I doubt the beads would screw the cable up much but digital transmission over coax is sensitive to the characteristics of the transmission medium.
It would be worth looking for coax cables of various construction methods and testing them, keep the best one at which you notice any improvement.
Did you notice any differences with the core attached to your power cable? You'd just have to put one sleeve over the cable near where it plugs into your cd player.
Do some tests for us
CD players are good test candidates.
No comment on various bead brands. I'd just look at the specs if I were interested.
If your bead is big enough / cable thin enough, you could thread the cable through the bead multiple times for increased filtering if you wish.
I think that if you notice a difference, keep adding them until you no longer hear a difference? hahaha. Or just buy a good cd player.