It's _highly_ unlikely that you'll burn any wire that you use... in fact, I bet you could try using 18 guage wire to power an amp and the wire isn't going to warm up. It may be a lot tougher for the current to get through it though. Have you ever looked at how big that wire is in your fuse? What would you call that, 18, 16 guage? It can handle a lot of current before it heats and blows. It's kind of amusing to me that people buy 0 1 guage for "better flow" while the fuse handles all that without problem.
All you need is one fuse, if things go uber wrong, you know which fuse broke. If it makes you feel safer, you can put as many fuses as you want, you'll just have that many more places to check if a fuse blows.