The headlights and front turn signals had their own ground wires from the factory, which come up to ground clips to the rear of the horns.
The rear lamps were originally grounded through their mounting screws; but I feel it's a worthwhile upgrade to add separate ground wires for them. I made up a black wire with bullets for each lamp, and a ring terminal for one of the gas tank bolts.
The turn signals & brake lights are already fused, no need for more, IMO. The factory added an in-line fuse for the tail lights at some point (TS39781LO had it) which would be a worthwhile addition to cars that don't have it.
If you want to add fuses for the headlights, it's probably best to use a separate fuse for each filament, so that a single fuse failure doesn't suddenly cause both headlights to go out at an inopportune moment. I only had one fuse for both high beams on TS39781LO, and it failed while I was descending a mountain at rather high speed on a dark night. Of course all I had to do was find and hit the dimmer switch, but it was still a rather scary moment.