just for the record, what both dennisgli and nater are saying is correct (and a2b4guy also).
(1) there is absolutely NO reason to put two fuses in series. this doesn't make any sense electrically at all...it actually adds more failure points to the system. and you want your fuse in-line as the first component from the battery to protect every other component downstream.
(2) and it is 'best' to use two different power lines (including 2 fuses), one for each headlamp (if passing through 2 relays). why do you think the OEM system has 2 fuses like this?
...yes, you could carry an extra relay, but that will do you no good if the single fuse blows. in this case you need extra fuses too.
you can certainly use one line for power and carry extra fuses and relays, but this doesn't do you much good if something decides to go bad while you're driving in the middle of the night with no ambient lights and have to be able to see to pull over, as you will lose both lights at the same time. this approach would fail any safety assessment.
not that i think mine is any better than dennis's or nater's or a2b4's, but here is an additional writeup on all the reasoning behind the setups and diagrams for the setups discussed...and it's magically stickied in the FAQ at the top of this forum for easy reference (amazing how people fail to use the most readily available sources of information)
HID specific with diagrams