I've used several Mercury Magnetics transformers in a variety of amps including Marshalls, with good results, although I do know that one quite large US amp manufacturer stopped using MM due to QC problems.
However they aren't cheap to get to the UK, and unless I am told that only MM will do, I usually use other transformers.
I wouldn't bother changing the choke unless it had expire (very rare).
The main sonic advantage to using a MM mains transformer is that they provide a variety of B+ voltages so you can get the correct plate voltage in your amp. e.g. mid-late 70s JMP 50 Marshalls run with around 380 VDC on the plates, whereas most repro mains transformers will give a B+ around 480 VDC.
The OT is the transformer which will make the most difference.
Personally I've had as good or better results, certainly for Fender amps, with Mojotone repro OTs. These are made exactly like the originals, stick wound on paper bobbins, and are much cheaper than MM. They are also available in the UK from Allparts so you don't have shipping/ import duty to pay.