Fusible Links

You actually need to divide up your system into several circuits and size the feed wire to the loads grouped on each circuit and finally select the fuse to wire used on it particular circuit. Here is a good link to wire sizes and fuse sizes.

http://www.bdfuses.com/fusesnwires.php

Keep in mind that loads like incandescent headlights draw a surge of current when turning on that is well in excess of the normal operating current. So I wouldl reccomend moderately overfusing (maybe by 50%) the headlights and increase the wire size by one step to be 'in sync' with the larger fuse size.