I think 1A is too high. A quick search through the gdiy META turned up
this and
this.
One of the limiter boards draws ~90mA. If you use LEDs and relays for switching etc. you also have to account for those. I'm using a 250mA slow-blow fuse in my stereo unit with a 2x30V power transformer in a 240V region (turns ratio 4:1) which might still be too high 8)
Use the lowest possible value that (A) survives the inrush current and (B) does not blow during normal use.
Short signal wires usually don't need to be shielded. As a general rule, keep wiring as far away from the power transformer and PSU as possible. The only shielded internal wiring I'm using in my builds is from the I/O connectors to the boards. Shield is connected on one side to Pin 1 and nowhere else.