Different Hams have different views. One of the RF Engineers on this board does not use fuses for anything other than keeping a fire from happening.
I would recommend a fuse more than 3 amps and less than the wire size can carry that you are using to power the rig. I use 3 amps, and it has saved me a couple of times that my fat fingers sauced a short that could have taken out some other components. You diffidently want a fuse IF you are putting in the reverse voltage protection diode across the supply lines as the HF Signals assembly instructions suggest.