Chokes are too often employed, and very often incorrectly applied.

First you need to find out if your set-up even needs a choke. Take it out for a range test, with the motor running at about half throttle. If the servos are jittering, its pretty clear you've got noise issues. If the thing is rock solid...forget the choke, you dont need it.

There are two ways noise can get into the RX.
Radiation, and Conduction.

Radiation problems normally only occur with brushed motors, and are rare with brushless setups.
If you are running a brushed setup, and the motor is sparking....its likely the cause of your noise problem because of radiation.
There is a simple solution. Adjust the timing to reduce the sparking, replace the brushes, or replace the motor.
If that still doesnt work, you can put ceramic caps on the motor to get rid of the noise.
You can also use a choke...the choke should be applied as close to the motor as possible.

Only apply a choke if ALL other means of removing the RF interference have failed.

Conduction is the likely culprit in a brushless setup.
Usually its the result of the ESC cable to the RX vs motor or esc interference.
Any two wires placed parellel to each other WILL pick up noise. And since the cable to from the ESC to the RX is all parellel wires(three wire servo cable)...it tends to pick up and transmit quite a bit.
The simplelist possible solution to this is to twist the wires. Really....thats all....
Twisting the wires not only can remove the wires ability to pick up noise....it can also remove the wires ability to generate noise.
So you can also twist the wires that feed power to the motor to prevent them from dumping RF.
One other option for removing the noise is to switch to a seperate BEC. ESC's with a built in BEC, are pulling power for the ESC from the same source as the motor, and can transmit noise right into the RX.
By switching to a seperate BEC, you can remove that high freq ESC noise from the RX circuit. Another option would be to use a OPTO ESC. The Opto has the RX signal isolated from the high freq power circuit.

If you do decide to use a choke...last resort.

Fix the problem, instead of masking it with a choke.