Relays and fuses

I am hooking up relays for my headlights (one for each headlight) and a small electric fan. Neither of the relays have fuses. Two questions:

1) Do I put the fuse between the starter relay and the relay?

2) The headlight relays are rated for 30 amps, and the fan relay is rated for 16 amps (at least, that is what is printed on the relays). Is this the size fuse I use for each relay? In other words, do I use 30 A fuses for the headlights and a 16 (15 or 20?) for the fan?