[Arran]

It's really six of one half a dozen of the other, if I were to us a fuse holder in a set it would be in series with the B+ line coming off the cathode of the rectifier tube since that's where you are most likey to experience a dead short, that was likely what destroyed the tranformer in your set. You can fuse the primary but that won't really protect the HV secondary from burning up which is the main failure of a power tranformer, about the only thing that it would protect from is something like a lightening strike. I'm not sure whether the polarity really matters on the input side, it's AC in an AC set and it's the primary of a power tranformer, so other then through the line capacitors it is not connected to the chassis, but both line capacitors are connected the same way regardless of which way the set is plugged in.
Regards
Arran