Surge protection is required for keeping incoming high voltage spikes from wiping out your equipment. Having something beefy at the mains is a good idea, and in most areas you can pay a small monthly fee for the power company to install one and maintain it (usually about $5 per month). The spike suppressor is not activated until voltage levels get abnormally high, so they are out of the circuit and do not effect the music. When a high voltage spike comes along, the spike supressors kick in and sacrifice themselves to it. That is why they need to be checked every now and then.
Noise suppressors can affect the music, depending on what type you have. They are constantly active and have reactive components that can block incoming noise, but also produce a choking of the power to the amp or can cause bottling up of amp noise on the line, causing it to become a modulation of the power to the amp. You need to get a noise suppressor that is designed for audio application, if you need one.
Fuses prevent fire (hopefully). They don't protect your gear. They are required by safety standards (UL). By the time a fuse blows, the damage has been done already.