There could be several different arrangements of this sort of thing. It really depends what you're doing.
A typical power distribution box would be as described by Mitch above. A big heavy cable runs from battery positive in to a large metal block inside and from this, you run a smaller wire to one side of a fuse and the other side of the fuse is connected to the device. You'd also run a heavy cable in from battery negative to another metal block, and run the earth for that device from there.
This allows for one heavy pair of cables to enter, and lots of lighter pairs heading out - already fused - to your devices. The fuse should be rated for the individual device.
Warning: do NOT try to combine dissimilar devices. You might think you can save a spot by adding two devices together, but the fuse is there to firstly protect the device. If you have a device that draws 10A and you also put your UHF radio (about 3A if you're lucky) then although the 10A fuse will protect the larger item, your smaller item can easily be destroyed before the fuse blows. The BEST approach is to have individual items on their own fuses.
If you are combining similar devices you can still have problems. Used together, a 5A device and a 5A device requires (obviously) 10A and will probably blow a 5A fuse so you'd use a 10A or 15A fuse. But 8A of fault current on ONE of those devices could destroy it.
For those that may not know, a 10A fuse needs more than 10A to blow, but over a period of time, 12A will cause the 10A fuse to heat up enough so that it melts.
So, what are you trying to put together or tidy up?
