I would be dubious personally.
For example, mains filters have much more of an affect on switch-mode power supply amplifiers (Class D, or ICE Power) than they do on 'conventional' amplifiers (Class AB/A/B). What type of amplifier do you have?
Another thing to consider is how many devices have you actually got connected in your house? The idea behind these mains filters is that the mains supply to your amplifier should be a perfect sine-wave. While it's usually not that far off a sine-wave, connecting devices into the same ring-main as your amplifier can induce 'noise' (basically, change the evenness of the power supplied) which can have negative effects on the amplifier's performance.
The issue with this idea is that in general, most mains supplies are really quite stable/clean (lacking in 'noise') and hence, a mains filter would have very little, if any affect.
As mentioned above, amplifiers have mains their own filter built in to their internal power supply, and while this does vary in quality, a good amp will do a good job.
The only time I've really heard a mains filter affecting the performance of a speaker is an entirely class-D based system in an A/V store where there is naturally going to be a lot of mains-noise (10 TVs etc... all running on one ring-main).