I sure can, be happy to in fact.
For receiving I have one of these in front of my HPSDR:
It’s not an Alex set (no longer available) , but it does the job with reasonable amounts of in band losses, nothing I can’t make up for with a LNA4HF which can be switched in and out on the preselector board itself.
Yes, out of band energy is exactly what we are talking about.
Analogue rigs don’t get hit so hard because they are tuned circuits to start with. SDR is not tuned, it is direct down converted to baseband and then you explore segments of that down conversion product with the software.
So the software filters come well after the front end on these which is why they don’t help with mixing products and harmonics as those just get amplified and down converted along with everything else. As we only have 12bits of data loud signals elsewhere in the band create a higher noise floor covering lower level signal up to 64MHz away from the offending source (the width of the front ends pass band).
As for how wide, just as wide as the band you are interested in is the rule.
This individual band slice filtering is only really an huge problem in the HF, higher up a FM trap (or two if you are parked within a kilometre of a big FM broadcasting station) and/or high pass filtering will cover you.
If you are transmitting any switch-able low pass filter will do the deal. In the VHF/UHF/SHF a low pass filter near the band you are operating should be the rule, these DUC type transmitters tend to throw out a lot of harmonics (it’s not exactly a perfect sine wave on the outputs) so blocking anything within one multiple of your working frequency or higher is highly recommended or you might get the “band police” calling you names on air and reporting you to your spectrum authority. As they should.
However you MUST have a license to transmit on ANY frequency other than PMR or whatever passes for that in your country. Even then some countries only allow type certified gear on PMR types bands so make absolutely sure you know the laws in your country. Fines for unlicensed transmitting are stiff everywhere and likely to make you homeless if you are a pay packet to pay packet kind of person. If you transmit on military or public service it’s worse with jail time on top of the stiff fines.