Can an array of fuses protect a PC port from damage?
The classic parallel port (SPP) used to use 74LS374  TTL IC, which can drive out about 2.6 mA at TTL-level (2.4-3.2 V, it has a built-in 100-Ohm resitor), and sink up to 24 mA (to TTL 0.4 V level). If shorted to 5 V and turned low, the max current is no more than 130 mA. Since early ages all integrated parallel port interfaces use the equivalent drive capabilities. Therefore it is very difficult to burn down the parallel port, one has to have a very special skill to do so. 

But if you are really paranoid as you say, you can use any low-current fuses that would keep your load running, there are 10-20-30-50 mA etc. rated fuses.