Powdered iron of RF types (mix #2, etc.) are preferred at this frequency. Closed ferrite is right out. Type #61 and 67 ferrite, in wide gap structures (rod or threaded-slug most often), are alright.
CMCs are made from ungapped ferrite, to minimize energy storage (maximize series impedance as a CMC, minimize magnetizing current as a transformer). They're also typically wound with split windings to maximize leakage, raising the characteristic impedance (in terms of a transformer) and lowering the cutoff frequency. So depending on which characteristic you're measuring (Cp + LL cutoff, or Cp + Lm impedance peak), you'll have an impedance somewhere between high (100s) and very high (kohms).
Air core inductors are also quite reasonable, and easy to construct. You'll probably want to have a design ready to go before committing the time to build them, of course. Or buy an inductor kit; wound chips on ferrite or ceramic (air core) are compact, perform alright, and aren't too expensive. Give or take how much more of this you might be planning on doing in the future.
Tim