I am planning to build a low noise power supply, +-15V, 0.3A.
There will be standard bridge and center tapped transformer, but I was thinking about using a CLC filter, or something similar for the raw DC part, to block line garbage.

What kind of regulator should I use, to get really low noise? How do 78xx behave reagarding to noise and regulation?

 

Will it be adjustible or fixed output? For the amount of current draw a standard input filter is OK, (1000uf).

 

I know that standard cap on the input is ok, but I want something more
It will be fixed voltage, for powering microphone preamp and things like that.

 

Then a 78xx and 79xx will be OK. A 10uf tatalum cap on both outputs will do a good job of filtering high frequencies. Make shure that your input voltage to the regulators is at least 4 volts above output voltage under load. The noise should be in the microvolt range.

 

The 78xx and 79xx series of regulators are tried and true, but they're rather "long in the tooth". You might consider some more modern "low dropout" regulators as an alternative.