Well, on eevblog there was a discussion about the higher priced Siba fuses which are used in Agilent handhelds (search for the "Agilent U1252B Teardown/Review" topic if you need to read it).
The Siba fuses are rated with 30kA as the Fluke fuses are rated with 20kA. Don't think of the burning current here. This breaking current is the maximum current that can be safely disconnected through the Fuse without building an Arcflash. So in short..... higher breaking Capacity means a "safer" fuse.
As Kiriakos already wrote about the cheap Glass-fuses which were used in the Mastech DMM, I decided to start that topic.
So once again.....for high energy circuits: Forget the Glass Fuses
If you are happy enough to own a nice Fluke, Agilent, Metrix, or whatever but unlucky enough need to replace a fuse:
Don't be too afraid of the cost. Maybe 10Euro seems expensive, but you get what you pay for. Search in the internet and check for the prices. You may have no problem to buy some Fluke/Bussmann fuses online.
If you wan't to replace a fuse in an Agilent, I would strongly suggest to check the price for a replacement at Agilent as well.
If you go to the Agilent site, through "oscilloscopes, ..." to the "Digital Multimeter" section, you will be presented with the current models.
Click on the U1253B and on spare parts.
You will be on another site where you can check for available spare parts.... and you'll see your fuses with the price there.
I wrote Agilent (GER) an email and they immediately responded. They have a minimum order of 35Euro plus VAT, so I ordered a bunch.
So I ended up paying 7,54€ for a 11A Siba fuse which is actually cheaper than a Fluke 11A
...well, and the shipping and service was very fast.