That, of course, is the perplexing part. While I don't Know and won’t say that fuses have no effect whatsoever on the sound of a system, I still can’t buy that the magnitude of the effect (or improvement, or whatever) would be great enough to make me want to spend big money on a fuse.The great part of it is that you needn't spend anywhere near the cost of a SR fuse or something even more dear in price. There are still some HiFi Tuning Silver Star fuses to be had (in dwindling numbers) for a fraction of what they initially went for. Maybe one of a value you need is still available.
I've personally tried about 4 different brands and they all had a distinct sound characteristic and didn't cost that much to experiment with. I'm of the opinion that a fuse made up of metals that are on par with what you'd use in a cable are the way to go and to stop using the cheap, low cost fuses made out of a witches brew of poorly conductive metals.
All the best,
Nonoise