I like to use 1N5408's... they are rated at 3 amp, 1kV. The extra few amps are nice for the initial current inrush. $8.80 / 100 at Mouser
klc
I totally agree with Kevin!! I use 5408's for all B+ and HV applications. 4000 series diodes are too fragile. they short if you look at them hard. Use 4000 series diodes for biass and low voltage control circuits, bit use real diodes for the "workhorse" applications.
the Slab Bacon