Depends. Most of the time you would need to filter the constant power wire. But I can envision situations where the ignition wire might need to be filtered, depends on your situation.

Also note that power wire filters do not cure ground loops. They help mask noise, but that simply reduces the amount of engine noise being propogated by the ground loop.

In some cases, you will need to filter both the power to the empeg as well as the power to the amplifier. This will require a Hugh Jass filter on the power line between the amp and the battery.