I have never fused the Vcc, after all the fuse is a resistor and the regulation will decrease. Common wisdom has that the 7905 never pops if you keep it cool and if 1t heats up becuse something on the Vcc bus going awry, you have lost the board anyhow. I routinely put a fuse on the DC line feeding the regulator (+9 or whatever).

Have fun, do not get overly protective

Erik