A gun safe buys you time - that time can be for security or fire or both.
Remember; something often is better than nothing so your budget will drive your needs.
For cheap protection I would look at stack-on, on a dedicated attack by people who know there business it will slow them down for a few mins but that is about all.
A major step up would be Liberty Safes and the next step up would be Ft. Knox. The sky is the limit, and the more expensive ones can buy more time before it can be broken into.
Another method to buy time is to install the safe in a location that is hard to spot or hard to attack the safe's week spots.
I know a few people who bought a real cheap gun safe as a decoy and placed some items in it to act as a distraction. The real safe was located in corner of a room and made to look like it was some sort of shelf or part of the house.
If your location has high humidity; you will have to consider how to protect the firearms or other valuables from rust and moisture.
Don't tell people you have firearms, don't tell people you have a safe and never post that info on social media sites no matter what.
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Oh, good first post and asking questions on what to look for is a good first step.
I am not saying you should not ask these sort of questions; they are important. Just take care on who you share this information with.
A safe can be a very good storage location for important documents, etc.