The 78XX series are all pretty much the same, it is just a question of what voltage you need/want. The 317 adjustable regulators have slightly better specs, especially if you add a bypass capacitor to the adjust pin, but the difference is unimportant in most cases: you pick the 317 because you need adjustable voltage.
At high frequency, none of the standard regulators do much at all. They provide neither particularly good regulation, nor very good supply rejection. At the high frequency, you are really depending on your input/output filters to provide the performance you need. For instance, low ESR capacitors are key to providing good load regulation -- but watch out for stability if you switch to a LDO regulator.
However, what you need, or what is best for your application depends on your actual requirements.
Greg did you made the wild thought to set those three in line as triple filtering ?
I wouldn't recommend this, I expect the performance will be less than if you implement multi-stage RC filtering, but the idea is right. It is hard to get tremendous rejection in a single stage, cascading filters generally improves your performance much more than building a single super-awesome filter. The reason I don't suggest chaining multiple 78XX regulators is that they are mostly all good at DC where it is easy to get really high supply rejection in a single stage. Passive filters and capacitance multipliers are much better at high frequency.