You should always use a fuse. It'll protect the electronics if the motors start to surge uncontrollably, which can happen when they stall for long periods of time. Some batteries might also surge momentarily if they're suddenly damaged.
Midi fuses are good for robotics, and very cheap off eBay, including a proper holder for them. Have a quick search on ebay for 'midi fuse' or 'strip fuse', for the price they are, its worth them to protect everything else.
Also as a note, the 'should always use a fuse' may change to 'must use a fuse' in actual combat competition.
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