Your voltage matters, Lord Nose sounds right for 230v, but for a typical general purpose receptacle in the US I would use 16/3 SJOW cord, and typically no fusing would be required unless specified in the installation instructions.
The geeky regs that influence my answer: The NEC Article 400 governs cord types and amperage allowances. A 400 watt bulb and ballast at 120v should use less than 5 or 6 amps, Table 400.5(A)(1) column B for cables with two current carrying conductors allows 10 amps on #18 awg wire, I would use (bigger) #16 because #18 awg is just too tender to work with. Your local hardware store should have something similar to SJOW (Service Junior Oil Water), but I would need at least cable with an S and W rating. 240.5(B)(2) would likely be the applied section allowing 100 ft. length for the #16 on a 20A protected branch circuit or 50' on #18.