What wire size you run depends on what you are planning to power/how much draw. That also determines what size fuse.
Simple wire chart here:
www.offroaders.com
For automotive applications, 14 gauge is usually good for 15 amps, 12 gauge for 20 amps, 10 gauge for 30 amps. I like to just run the Prestolite 14 gauge military cable for anything needing 15 amps or less. (keep in mind these are shorter runs, for longer lengths you need to go up in size)
You can always run a larger wire (smaller number size) than you need, but you never run a smaller one. Same goes for fuses. You can run any size fuse with a lower rating than the wire is good for safely.
For the above fuse block, the manufacturer rates it for 100 amps in and max 30 per circuit, so it depends on how far away from the battery it is for what size wire, as you want to keep the amount of voltage lost through the wires to a minimum (usually 2% or less). According to the chart I linked above, you would want minimum of 8 gauge wire to the fuse block if under 7 feet wire, and 6 or 4 if more than that. Remember also that's 7 feet total wire, which means 3.5 feet of positive wire and 3.5 feet of negative wire, not 7 feet of each.
As most circuits will end up grounding to the chassis or body, you only have to count the wire length to get to the grounding point, not all the way back to the battery (unless you're grounding everything to the battery negative terminal)
specs for the above fuse block:
Compact ATO® / ATC® fuse block consolidates branch circuits and eliminates the tangle of in-line fuses for electronics and other appliances.
www.bluesea.com