Well, if you already use something (usually a MOSFET) to switch your load on/off, you can use that as a protection circuit : sense the current, if it goes above a certain threshold, turn off the MOSFET.
Overvoltage is a bit harder to do. If your power supply becomes crazy and sends high voltage, it could blow your MOSFET driver and the MOSFET could turn on permanently.
An SCR overvoltage protection, on the other hand, is really reliable, because it's really dumb. If you don't like the idea of changing a blown fuse, use a polyswitch.