Arcade cabs do not have seperate fuses on each supply rail so its not really necessary on a SG imho. If you want to add them for peace of mind, I would suggest. Depending on board- lets say a MVH-1 (its not critical)
5 volts 6.3 - 8 A
12 volts 1.6 - 2 A
I would use quick blow.
Remember to re adjust your 5 volts at the jamma/mvs edge connect as there will be a small voltage drop across the fuse and holders.