Fusing should always be done to protect the entire wire length by fusing at the power source... Any accessory wires connected directly to the battery should be fused as close as possible at the battery.. to minimize the length of unfused (and unprotected) wiring.

That's what Toyota has done for years with their fusable links right at the battery..

As Dave mentioned above, the stereo shops or www.partsexpress.com are a good source for large capacity, "ANL Wafer fuses".. These are reasonably priced protection against fires..

Using adhesive heatshrink to seal and insulate the cable end connection makes for a better looking job. MilesTek.com sells good quality 3/4" 3:1 adhesive heatshrink at the best price I've found.

There's a bolt right on the battery clamp (where Toyota bolts the replacable fusable link section) that's handy to bolt a wafer style fuse as shown below...