There shouldn't be, as a rule of thumb you'd normally want them to match, but you aren't likely to run into too many problems.
The only real big problem I can see is that if one of your 5amp devices were to short out completely, the 15/20amp breaker/fuse may not trip so your device would just sit there frying the poor 5amp socket which could cause a fire.
So, assuming you put in a lower rated fuse on the wire as well (or buy a socket with a fuse built in) it shouldn't be an issue, but I'd definitely refer to your local building codes for advice.
Hopefully someone more versed in practical electronics can help you, I've always been more of a low-power guy myself.
Adding a few sources as I find more. First is this manual from OSHA in America, read pages 13-15 for the relevant information.