The ones I have used the most are ones that go inline with the RCA cables to an amp. You plug the source wires from the head unit into the filter, then the otherside you plug wires from the filter to the line in of the amp. I have used inline power noise surpressers but not often. Most aftermarket stereos have pretty good built in stuff. I belive I have seen ones that go between the antenna and the head unit, but Im not sure. I belive the best solution is to check ground wires first, but if you are not comfortable with it or it doesnt work, this is the route to follow.
JD