It should be set at 1/10 to 1/20th of the switching frequency but this is only a practical rule. The corner (resonant) frequency of the filter is usually in the 1-5 kHz range. So if the switching frequency is 200 kHz, you can choose your crossover frequency at 10 kHz. However, you might want to go lower to achieve higher phase margin or go a little higher if you want faster transient response.