I actually been a power cable believer a long time ago, pretty much any audio components that I buy will be using after market power cable as I find the stock cable chokes the performance for any hi end gears.
The fuse is new territory for me as I didn't even think such small object in the component can make a difference, i stumbled acrossed it when I was reading the Bricasti M1 ($12k AUD DAC) that people get good results from changing out the stock fuses with the after market one. So I decided to be a bit open minded and tried out some cheaper aftermarket ones (fuses can range from $1 to $200). I went for the $20 ones so if it doesn't make any difference, I wont be out of pocket that much.
But it turns out that it does make a difference, so I'll be keeping them in there.
The usual suspect of sonic changes are (fuller mid range, wider soundstaging, stronger bass). Also I think it reduces distortion as I find I can turn it up a few dBs and it wont be fatiguing, but I dont have measurements to back that theory.
Anyway, I know there are measurements that disprove it, but like Theorist mentioned earlier, I trust my ears and my own judgement. At the end of the day, it is me that is spending the money on these so call "tweaks".