ok, i know most people use current limiting circuits, wich also protect from a short-circuit. but i also recommend putting a fuse at the output...calculate the fuse value so that it will be bigger then the output current you need, but to be small enough so that when a current that blows the fuses passes trough the circuit for a short time will not damedge the electronics. also the fuse value must be bigge then the current that the current limiter is set to, so that the fuse will not burn before the current limiter will do his job. the fuse is just as an extra safety meure in case something goes wrong .......
normally if you have a current limiting circuit you will not need a short-circuit protection circuit. but in some cases the current limiters are not fast enough most work by descreasing the voltage of the output, so if your suply has the minimum voltage value bigger them 0, you still can have a high current that will destroy your devices and power suply.