No one has addressed this so I will - the PID controls the SSR, and tells it when to turn on and off. The SSR controls ONE leg of the 240v (Assuming your heating element is 240v).
The second leg is always hot. Further, SSRs have been known to leak some amount of current, and that amount can be more than you'd expect. Additionally, they have been known to fail in the closed (IE on) position. All of these scenarios are bad.
So people put in a switch to manually cut power between the SSR and the element. Whether it's a heavy duty 30a rated switch that your lines run through, or a smaller switch that goes to a 30a rated relay, that's up to you. But again, it's safer than unplugging the element every time.
I'm going to disagree with you there Matt. Think of it this way - you have one main breaker to your house, probably 100 or 200A - why have a bunch of 15 and 20A breakers? The answer is not for convenience. I'm running 6ga wire off a 50A breaker to my panel, which are paired for each other. The 6ga wire cannot handle more than 50A which is why I have it paired to an appropriately sized breaker so the breaker will trip first.
Inside the panel, I have 10 and 14ga wires. If you were right, those wires would be allowed to try and carry 45A without the breaker ever tripping, but if you try and pump 45A through a 14ga wire... well, you'll let out the black smoke for sure and possibly cause further damage.
You want a breaker sized to protect the wiring that is down-stream of that wire. Whether you use a fuse or a breaker, it should be protected from overloading the current carrying capacity of the wire.
As for the other flashy lights and gizmos - they're just fun. I have seen a few builds on here that were VERY simple - single PID in a small box, no lights, nothing flashy. You could easily do something like that.
-Kevin