I think Rodd was referring to a choke input supply, not a pi type. If you put the choke directly connected to the rectifiers, your output voltage will be significantly lowered.
You can also exercise a certain amount of control over the output voltage of a Pi filtered supply by changing the value of the first set of filter caps. That is, a Pi filter with the first set of caps entirely removed is the same as a choke-input filter. As you start to add capacitance to the front end, the output voltage will rise. At some point with very large capcitance in the first stage, the output voltage will be as high as a C-only supply, minus the resistive losses in the inductor.
But, bear in mind that as you increase this first stage capacitance, the charging current pulses in the rectifiers become shorter and shorter, and the current gets higher and higher. This has two side effects: it decreases the effective VA rating of the transformer, since the peak currents are much higher, and it also causes more radiated noise, since the rectifying currents are so much higher, and the pulses are shorter. You must also make sure that the rectifier diodes can handle the higher charging pulse currents.
Personally, I think a choke-input supply is a great way to go...