Noise coming into an enclosure on the conductors (conducted noise) should be filtered out closest to the source or right at the enclosure wall. Any circuit loop made by the filter components should be as short as possible. Feed-thru capacitors (shaped like short coaxial cables), inductors, and/or ferrites can help here. If there is one input with conducted noise then a single filter set might be enough for the whole system.
If the noise is being radiated into the enclosure (magnetically or electro-magnetically - eg. RF) then you might require filters at each regulator and on each sensitive component. An extra filter for each regulator output might not be needed unless the component being powered is some distance from the regulator, though standard by-pass caps and recommended regulator caps should still be used. (By-pass caps are also used to limit noise or pulse energy coming back from the component itself.)
Adding by-pass caps after an LC low-pass filter will further lower the noise and the frequency points, though this is usually a desirable effect especially on power supply lines. If for some reason you need to have a specific cut off frequency on the line you could add a parallel LC pair in the line. The caps to ground would still give the low-pass effect.
Don't go too far with too many caps or extremely large cap values. Remember that when power is switched on all those caps need to fill, this might put a big strain on the input power system or battery, (or system fuse). When power is switched off all those caps also need to drain.
To reduce RF noise from getting at sensitive circuits you could also consider shielding the whole electrical system within a metal enclosure. This is one alternative that might avoid using a large number of ferrites. Unfortunately if the internal components are producing the RF noise then there may still be the need to have several ferrites in the circuit.
For stubborn RF noise you might need to filter even the ground level power lines with a series inductor or ferrite, perhaps even with a cap connected to an earth ground or to another known quiet ground.
To filter common mode RF noise (equal noise on two opposing lines) a component such as a common mode choke can be used. This looks like a small transformer that tries to reduce RF on the two lines by winding them near each other to actively oppose the noise currents, sometimes with a ferrite core.
Using ferrites can be tricky too. These do not work the same as a standard inductor. They reduce RF by dissipating the energy into the ferrite material. Ferrite materials are also rated by frequency. You need to look over the manufacturer's spec. Ferrite material for 500 MHz might not help as much at 2GHz. A ferrite component also works best when there is actual noise current trying to flow through it.
You need to know the behaviour of the noise current: knowing its frequency and its amplitude, you should be able to compute the voltage drop across the ferrite bead at that frequency. Getting to the answer, the impedance should be such that the noise voltage drop on the pin of your IC (at the noise frequency) is much less than the voltage drop at the working frequency (DC, since you're interested in the power supply pin).
Best Answer
A ferrite bead is a lossy inductor, ie a conductive coil (or straight wire) with ferrite magnetic core material inside/around it.
Like every inductor, its impedance curve has two parts that form an inverted-V shape:
Note that higher inductor value (more coil turns) implies higher interwinding capacitance, thus lower SRF, ie a higher inductor value can be worse at filtering out HF noise.
Like every inductor that has a magnetic core (not air) its properties depend on the core material properties, which also depend on frequency. The typical inductor you'll find in a DC-DC converter has a core optimized for low losses. Ferrite beads are optimized for high losses. The material has high hysteresis. This means it turns high frequency current into heat. This important property allows a ferrite bead to be much better at filtering high frequency noise than an inductor, because it stays lossy even above its SRF. So in case you wonder, this is why inductors and beads are two different components.
Here's an impedance graph for a bead:
The red curve is the imaginary/inductive part of the impedance, and the blue one is the real/resistive part of the impedance. At low frequency it behaves like an inductor, but above a few tens of MHz this one behaves much like a resistor.
What it really does is add series impedance wherever you put it in the circuit. On the example above, on the schematic on the right:
This forms a current divider: load current will be shared between the two paths in inverse proportion of impedance, which means HF current will go through the local decoupling cap, and low frequency/DC current will go through the bead. This avoids injecting noise into the supply. It also keeps the HF current loops local between the chip and decoupling caps, which avoids turning power traces into antennas.
These two components also form a voltage divider. Noise on the power supply is blocked by the high HF impedance of the bead, and shorted by the low impedance of the cap, before it gets to the load. So you can expect HF noise on the supply to be attenuated before it reaches the load.
Note this LC lowpass filter can ring, as shown by the peak on the transfer function graph.
If you think in terms of impedance and current/voltage dividers then it's much simpler: this LC filter is a current divider when you consider the input is load current and the output is noise current injected into the supply, and the same LC filter is a voltage divider when you consider the input comes from power supply noise and the output is at the load.
Thinking in terms of current/voltage divider also avoids the mistake of thinking the ferrite bead does the job alone while forgetting about the cap.
You can guess by considering digital chips will produce noise at harmonics of the clock frequency. Faster rise times mean more harmonics. Or you can plug a spectrum analyzer and have a look.