Which PSUs are you looking at? You may not need additional filtering, or much.
You may not need inrush or fusing, either. Depends.
The smallest and cheapest modules and bricks may not have much of anything in them (some don't even have a filter cap, e.g. CUI PBO-3-S12); average wired units have filtering and fusing but may or may not have inrush; fancier (usually ITE, medical grade) modules may have all the above (reasonable filtering, inrush protection, fusing on both lines, and an adequate surge rating).
Active PFC would need filtering; you would also probably consider unfiltered DC-DC modules in that case; or just go for an integrated (dual output, PFC input) supply instead.
Also, don't overlook the option of a single-output supply with a POL DC-DC for the rest. You might supply 12VDC to the main board, and have 5V, 3.3V, etc. buck converters on it. Common-ground DC-DC converters are much easier to filter.
Surge is usually handled by the PS itself, in some mixture of absorption (in the NTC + CMC resistance and input cap clamping) and ride through (most flyback controllers disable themselves under high line conditions, allowing the full voltage rating for surge).
If you need extended reliability, it may be wise to provide MOVs, or even suitably sized TVSs (they're big bastards, and cost ca. $100 -- advantage is they don't wear out like MOVs do).
You may need a GDT + MOV to provide CM surge withstanding, without compromising ground leakage current. That's typical of IEC/UL 60950-1 for example. Otherwise, MOVs are fine.
Is this all board level, or will there be e.g. an IEC cord inlet filter option?
Also, don't neglect output side filtering. Sometimes a single choke or small CMC is needed. Note that PS modules are always(?) rated for noise/ripple into a 20MHz bandwidth, so it can pay to be conservative about filtering or shielding at higher frequencies. If you have grounding available (a metal enclosure, preferably), just ground the output directly to it, or bypass with caps (RF grounding) to maintain galvanic isolation.
Tim