I think it's legal to go to a higher wattage on the main beam at least in the US where George is, just check this out before because you could overheat your lamps.
http://jollyrogersmotors.com/blog/2
The diagram you sent is the easiest one to understand I've seen, I do think it would be a good idea to add fuses to the main beams and fuel pump, and just carry extra fuses with you.
I'd use an inline fuse for the lights and for the fuel pump there are caps that have a fuse holder built in like this one.
http://sucarb.co.uk/su-fuel-pumps-spare ... royce.html
I'm leaving the headlamps stock and I'll drive the car first to see if I need any more power, but I might add a couple of fuses now that you brought that up.