It is possible to make a SuperClamp plug like the ones Russ Andrews sells for £20 using a standard UK mains plug and a few parts. Total cost is a few pounds. Simply take any UK mains plug, the MK ones are better since they have more space inside them but I managed with a Volex one. Inside the plug you need to connect a varistor across Live and Neutral. If there is enough space you should use 2 in parallel. That is it !! You can take this a step further and connect a varistor across Live and Earth and one between Neutral and Earth. They are very low capacitance like a typical Y-Class Cap and act as such here until clamping a spike. Blank the cable entry with a rubber grommet or some sealant if you wish.
According to Russ Andrews you plug this in the adjacent socket to your audio system for spike protection but you could also plug it close to any potential spike source in the same building. Do not expect to hear any significant change in sound of your HiFi when compared to a 'proper' in-line mains filter but they are useful as equipment protection from mains spikes.
Instead of using all varistor's inside the mains plug you can use 1 varistor between L-N for spike protection, a single 0.1uF 250V X-Class capacitor between L-N and 2 x Y-Class Caps between L-E and N-E. This will then provide some basic RFI noise filtering at that wall point where it is used.
Be aware that if you use a X-Class cap between the mains L-N you should really also have a bleed resistor of 470K or more across L-N otherwise the cap can remain charged if you unplug the filter from a live socket. It will not harm if you then touch the plug prongs after being unplugged, but it can give you a minor jolt as the cap discharges though you.