You should fuse it at the battery. If the unit isn't on, its still a live wire, if it gets shorted, the entire wire will fry. The fuses at the unit will protect it, but the hot wire will cause tons of damage if not cause a fire. A fuse at the battery, eliminates the possibility. For example if the fuse is 1' from the battery, that is the only section of unprotected wire. If you got 10' of wire going into the car, thats alot of hot wire if it shorts. Thats why car manufacturers have fusable links under the hood close to the battery. Even if its fused again under the dash. Think of it like the fuses on the unit protect the unit, the fuse near the battery protects the wire.