First things first: DO NOT TAMPER WITH ANY INTERNAL FUSES OR ANYTHING THAT CAN CARRY LINE VOLTAGE. It's dangerous, it hurts, and it will be the end of your performance at the most inopportune moment.
The key is to find out why the fuse blew in the first place. A well designed amp these days does not have any internal fuses. I used to design these things for a living and I haven't designed in an internal fuse in 10+ years. Proper protection circuitry should monitor the amp and take it into a controlled shutdown when bad things happen.
So assuming you have an older model, we need to find out what took out the fuse. That really depends on age, type (tube, class A, class A/B, class D) of power stage, brand and abuse scenario. If there really wasn't any abuse involved, something is wrong with the amp and you should have checked it out by a technician. It's possible that you have an intermittent short, which you really want fixed.
Make sure the amp has not been "modified" by some amateur. I have seen an "improved" Fender Champ that put 120 V on the guitar strings when you plug in the AC a certain way.
Adding an external fuse is generally a bad idea: Firstly you have to build a contraption that connects directly to AC which is a) dangerous, and b) illegal in most jurisdictions. Secondly, you need to size the fuse in terms of tripping point (speed, current, recovery time) so that it always kicks in before the internal fuse. That's tricky to do and will also likely trip on the in-rush current of the amp anyway.
It's always a good idea to bring an outlet tester and a digital multimeter to a gig to check the AC outlets on the stage (which can be questionable). Check whether the voltage and grounding is correct. If it's not, let the venue know and refuse to play. While that's painful, it's a lot less painful than a trip to the emergency room.