The location on the amps that makes the most difference is the one by the power cord. That is also the one that is most likely to be blown, as a power tube failure can blow that fuse. The other fuses only blow if there is a serious service issue with the amp; over the last 30 years I can count those failures on one hand.
Because there are three fuses rather than just one, the sonic effect of the fuse is reduced somewhat but you can still hear it.