Any time the wire gauge is reduced (so like 8 to two 10s), you should fuse the smaller wires, even if the larger wires are fused. This hideous website is solid gold (check out section 14 on the right):
Basic Car Audio Electronics
I buy most of my stuff from Waytek (they have a few nifty fuse junctions):
http://www.waytekwire.com/
I gotta swing by McMaster-Carr if I'm ever driving through Jersey...I didn't know it existed.