Choosing inductor package for LC filter
Ok, knowing what we are filtering makes it much easier to make suggestions on the type of inductor you would be looking for.

To answer your question from the comment.  No, HF inductors would not be better for HF switching noise, for the simple fact that your not creating a filter that will be operating at HF, but a Low Pass Filter with a cutoff as low as you can get.

With a low current of 100mA, it's easy to find the kind of inductor you'll need to filter that rail.

This is for a PI filter. Both caps are equal and greater than 100uF(with a voltage rating at least 150% of your specified voltage).  The first cap will also have a 1 ohm resistor in series to damp the filter.  Large electrolytics(and ceramics) can have a low ESR, too low to keep the circuit from possible oscillation.

You want a current rating of at least 3 times your output rating, minimum.  I would go with 500mA as minimum personally.
The value can be anywhere from 1mH on up.  The greater the value, the lower the cutoff freq will be.  Personally I would not go lower than about 100mH.
Just for reference, here are a couple of -3dB cutoffs.
1mH has a cutoff around 175Hz, 160mH cuts off at about 1.75Hz, and  333mH at a little less than 1Hz.

Just about any power inductor with those ratings will work.  I would go with a torrid.  What you don't want here, would be those green epoxy axial inductors.  Just too many problems when used in a power supply filter.  They work ok in DAC filters though.