there must always be a fuse near the battery, no more than 18 inches.
on the amp side, if one amp only usually we dont add another fuse. if more than one amp, then we will add the distribution block with fuse, got 1 to 2 or 1 to 4, see la your upgrade plans...
regarding the power cable thickness, depends on how powerful your amps are. just check the fuse on the amp. if using one amp then 8awg is ok la. if going to use 2 or 3 amps then better get 4awg. if planning to use high power amps, then better get 2awg or 0awg, kautim.
read this: http://www.the12volt.com/info/recwirsz.asp
and this http://www.soundstream.com/Support/tech/power_cable.htm