I'm going to wander a bit from the actual question, but still throw out an idea. About 10 years ago I built my retirement home. During the design phase, I planned an underground "safe room", to do double duty as a vault and a storm shelter. It's 7x11 feet, and dug into solid bedrock on three sides. (The lot is sloped, so this was easy.) Each wall and roof are 8" of concrete with extra steel rebar reinforcement. It has full HVAC, as well as an outside air vent via a 4" pipe. The door consists of a prehung vault door, about 1/2 inch thick, with a combo lock. From the inside, the lock can be manually released. I average about 2 to 4 uses a year for tornado warnings, and the rest of the time it just houses guns, photographs, computer backup files, ammo, documents, etc. It's pretty easy to design something like this into a plan, but harder to retrofit.
Otherwise, I'd try to combine a safe with some sort of concealment. A false wall at the back of a closet is good, or maybe hiding a safe between wall studs and sheetrock walls of adjoining rooms. Another trick is to hide rifle bolts and revolver cylinders separate from the rest of the guns. At least a thief won't get a shootable gun. Gun safes do get defeated sometimes, but overall, they have a pretty good record compared to no safe at all.
