I am running a 175A fuse right after the battery, HOWEVER, my winch is wired directly to the battery. Which is what Warn said should be done.
At first I wanted to run my battery Positive from a jumper terminal and just ground the winch to the chassis right beside the winch, in efforts to not have so much large wire all over the whole place.
When i called and talked to Warn they informed me that would NOT be a good idea to ground the winch to the Chassis near the battery because if something goes wrong it could burn up all the ground connections to the wiring harness.
Also the winch needed to have Positive power DIRECTLY from the battery. When the winch is grounded to the chassis all of the current is trying to find its way back to the battery, and under a heavy current load during hard usage it could be high enough to be an issue with the other electrical grounds in the vehicle. I was not willing to risk that.
I have not had any issues with my fuse being beside the battery.