The boaring bit... Most decent amps will be fused locally as Mini_Blake describes so the fuse so the fuse in the amp lead is not there so much to protect the amp but more to protect the lead.
Make sure the fuse is placed as close to the battery as possible. That way if the wire gets a short down the line (something wearing on it or sharp metalwork cutting it) you will be safe if not it could be a very unhappy result flames and more!
I once had a company car that had an aftermarket alarm system profesionally bodged, that did just that and ended up burning the carpet
With the size of amp leads the result could be a whole lot worse!