Haters gonna hate.
While I've never gone the boutique fuse route, I always pay attention to the fuses on my vintage equipment. When a new piece comes across my bench I make sure the fuse holders and fuse ends get a good treatment with DeOxit. I will also wrap the fuse body in plumbers teflon tape. It makes a subtle but definite improvement to my ears. I don't think you will get many that will argue that the PS does not have an impact on the sound of an amp. Thus, it would hold that anything you can do to improve the PS will have a positive impact.
Ok, let's calm down everyone. I propose we settle this with some engineering. IMHO, there are a few times a fuse can make a difference; i.e. if they're oxidized/ dirty, off spec, or if it's in the signal path.
Let's talk about power supply fuses first. In a power supply, the power comes off the wall via the transformer, hits the fuse, then the rectifier, then the filter and main caps. Some power supplies get fancy after that with some sweet diodes and other schemes, but the first half of all of them is identical. So what is a fuse? It's a resistor that is designed to become a puff of smoke a some point and protect your system from itself. Some of them, especially slow blow types have some minuscule inductance, but it is way beyond negligible and countered by even the smallest caps later on. They can also put off the same 60hz noise that any other unshielded power component can, which is why shielded power supplies are awesome, and many amps use an over/under scheme to separate fuses and other live components from the signal path in their own farady cages on the top and bottom of the chassis.
So apart from amp design, how can one make a fuse "better"? You can't unless you start changing the amp. Teflon tape doesn't block EM waves (sorry, it isn't conductive. And wrapping a fuse in something that would block EM waves would make it no longer work as a fuse - i.e. metal). You could put your power supply in a box. Some amps do that. You could make sure they are up to spec. If they have been strained in the past, the might have a higher than normal resistance which could slightly limit your power supply. If they are dirty or the bracket is dirty, they might exhibit strange behavior, like not passing anything under a certain voltage, which would DEFINITELY be noticeable. That could put some strain on your caps. If you have no margin in your power supply it would definitely allow some noise into the DC circuitry and the signal. You could make an expensive fuse out of gold with the lowest possible impedance, but it would be pretty much the same as any other since it still *has* to pop when it is called on.
So that sucks, what's a realistic way to make fuses act ideal? Solder them in. Next best way? Clean them and replace them if they have ever gotten really frikkin hot. Hot enough to warp the wire.
I've got to run, but let's call this part one. I'll do part two later on fuses IN the signal path.