I have one of the steel safes like you will see at Dunham's, Bass Pro, etc. It's a stamped steel safe that can anchor to a wall. It will keep the honest thief/kids out but I'm sure a pro could get in it. Plus, they are not fire safe.
One thing I quickly found out is that the base/floor of the safe fills up quickly. When the safe is empty, it looks like you can store 6-8 guns in it. However, as each one leans into its cradle, the stocks start to run into each other as they are stacked both in the back and on the side. Plus, if you want to hang a hunting vest in there that has shells in it, it takes up more space than you would suspect. Moral of the story....... get a safe that is deep.