After messing around some time with homemade power supplies and some of them in kit form I decided to bite the bullet and acquire a "real" lab power supply: the HP E3611A.
This power supply works like a charm. It is precise, robust, excellent stability... a real pleasure to work with. But as soon as I started to use it I noticed a small annoyance. Some times at power on, and almost all times at power off it produced a big "plop" in any speaker I had in the room. The "plop" was also heard in RF with a receiver. It was only an small annoyance so I didn't pay too much attention to the "plop".