Thanks, guys -- makes sense. I do like the tidiness you get with a traditional amp, where there are no extra boxes littering the place and causing trip hazards... but this is probably the wrong thing to obsess on right now. I normally play through a Orange Micro Dark, which also has an external power brick, and by putting the amp on top of the cab and the brick on the floor behind it, everything works OK with no noticeable RFI. I assume that the signal to from amp to speaker is high enough power that any RFI is just drowned out, because the brick is not far from the speaker input.
(As an aside, would a transformer-based power supply produce less RFI than a switching one? Intuitively I would guess it would be much better, as there would be no high-frequency stuff going on -- just the normal 60Hz mains cycle. Not planning on using one in this build, just interested.)