I had also thought that for compact mains power projects, it would be good to have a compact ready made module which incorporates a power supply, relay and fuse with as much as possible of the mains side shielded or encapsulated, but with exposed screw connection terminals.
This is what i had to do (for a time switch project) because no such module exists (yet).
http://forum.arduino.cc/index.php?topic=441948.0