Do fuses affect sound quality?

A fuse should be used anytime wire size decreases.  The fuse should be rated at the capacity of the wire downstream from it, or if only one fuse is used it must be sized for the limit of the smallest wire.  So, yes it is a good idea if you use large wire (with a fuse at the battery) feeding a distribution block with smaller wire coming out of the block to use a fused block with fuses sized for the smaller wire, or to add fuses to the smaller wires just after the block.  And no, power fuses will not affect sound quality.