Here's a basic L-C power-filtering circuit for FPV setups that is
cheap and easy to build. The amperage (A) rating of the 1000uH
coil
should be at least twice the needed current so that there's not too
much of a voltage drop across the coil.
The 2124-H-RC coil listed above is rated at 1.3 amps and
weighs about 14g. For smaller setups (needing 250 milliamps or
less), this lighter (3.3g) coil is a good option: