Howdy Yoda,
A grid choke solves some of the problems inherit to grid leak resistors. A grid leak resistor helps to set the input impedance of the stage, and gives the grid a path to ground. All tubes have a small DC voltage created on the grid by the flow of the electron emission from cathode to plate passing through it. The grid leak resistor gives this DC voltage a path to "leak" to ground. The problem is that it also bleeds off a wee bit of the AC music signal, and more at some frequencies than others.
On tube data sheets, you'll often see a "Maximum Input Resistance" spec that lets you know the maximum resistance value that can be in series between the grid and ground. The grid leak and grid stopper resistor values together make up the input resistance.
For power tubes, there'll often be two specs, one for grid (fixed or adjustable) bias, and one for cathode bias. This spec is not to be exceeded, as the path to ground becomes too resistive. The tube can't leak off the grid voltage fast enough, and if it's a grid biased power tube, can go into bias runaway. The grid leak resistor value can be larger with a cathode biased power tube than a grid biased one, since any increased conduction by bias runaway here will be countered by an increase in bias by the cathode resistor, therefore decreasing the conduction.
A grid choke offers a low impedance path to ground for the DC voltage when compared to a sufficient value grid leak resistor. Inductors pass DC, but block AC on a logarithmic curve according to frequency. The grid choke value is high enough to be an infinite impedance all the way down to the lowest AC signal frequencies. It easily passes the unwanted DC voltage to ground, but blocks 100% of the AC signal, as Ludo noted. So, the input signal loss is zero with a grid choke, and any hash, noise, or harmonics present in ground return currents in the ground system cannot get into the tube stage.
Eddie