What size in-line fuse would work for some lights

[BrianG]

Wiring LEDs takes a little math.

Each LED has a Vf value, which is the amount of voltage it will drop when "on". They also have an "If" value, which is the amount of current it needs to light up. You use these values along with the supply voltage to determine the current limiting resistor to use. Actually, it's better to use a transistor configured as a CC source to compensate for fluctuating supply voltage, but that's a different story.

Without some way to limit the current through the LED, it WILL blow. A fuse won't help because 1) they are rated higher than the typical 0.025A an LED consumes so the LED will fry before the fuse does, and 2) a fuse is basically a wire and the circuit will still do the same thing.

Like redshift said, it's best to get premade ones in this case.