How to use Gas Discharge Tubes, Transils and other goodies together
A MOV is an essential part of your mains-side safety circuitry (despite what user886922 says). 300V MOVs are commonly used to protect universal input (85-264VAC) power supplies. The MOV is sized such that the energy it can crowbar safely is more than enough to blow the mains fuse, which will provide the necessary disconnect. It should be located 'inside' any EMI filter components as surges tend to be amplified by EMI inductors (think boost converters). 

EMI filter capacitors (X- and Y- rated parts) have dielectric strength far beyond their rated voltage, so there's little concern there. Sometimes I see GDTs in parallel with the Y-caps (line-to-earth, neutral-to-earth) but often they're omitted because of the toughness of the safety capacitors.

I wouldn't be surprised if your existing 10W SMPS doesn't already have some combination of GDTs and MOVs.