Depends on the item. TR3 horns draw a LOT of current, intermittantly (in pulses), so they do not work the same when powered from something like a battery charger that has a relatively high internal resistance. So I don't bother testing them on the bench, beyond continuity; unless I happen to have a charged 12v battery handy.
But heater and wiper motors don't draw nearly as much, so they can be tested with a battery charger. I actually have a 0-50 volt 10 amp power supply with pretty good filtering (discarded by a previous employer) that I keep on the bench for testing.
As long as your power supply is protected, the in-line fuses seem like more of a PITA than they are worth. And if you are using a car battery or similar, the lead itself will act like a fusible link. But that's just my opinion, make up your own mind.
BTW, Radio Shack sells some reasonable quality clip leads for not too much. I carry a few in the car (along with a DMM), just because they come in handy.