Seems like the most common car audio caps are either 0.5 or 1.0 Farad electrolytics. I don't think many people realize just how powerful a 0.5 Farad cap is, but I digress...

The cap itself will not require any fuse changes. It'* role is to smooth voltage spikes: Without a cap, when there is a huge bass hit and the battery/alternator can't supply the current fast enough, the voltage would drop and cause distortion. With a cap, when the battery/alt can't supply the juice, the cap takes over for a split second and keeps the voltage (virtually) constant.

Place the cap as close to the amp as possible to maximize its filtering properties.