I plan on running this wire http://www.wireandsupply.com/product_p/sgx-2-fslash-0-fslash-01.htm , which size of these http://shop.genuinedealz.com/Marine%20Electrical%20Supply/Tinned%20Copper%20Cable%20Lugs/00%20AWG%20Tinned%20Lug/?sck=12205831 connectors should I buy to run with the wire?

Also will a 0 gauge distribution block work with that 2/0 gauge wire, I have not been able to find a bigger block?

I will be running 250amp fuses throughout the setup. One from alt to battery, one 12" from battery to distribution block? I only want the cap to be used on the sub amp and both outputs on the block are 250amp fused, do I need to run anymore fuses in the setup?

Yes, these cables and terminals are strictly following the AWGNEC guidelines about the diameter it should be to be called what it is.

Unlike Car audio cable, this form of cable, like welding cable meets the standard the way it suppose to be.

This cable will look smaller than what you would expect a cable to look like if comparing to something smaller like 1/0, for example.

If you have used Knu Kolossus before, Kolossus cable IS 2/0 cable so there is no difference between the cables except, SGX cable is a LOT cheaper in price.