Are you wanting a gun safe to protect your valuable guns from criminals or a home security cabinet to keep the kiddos away from your guns?
If you want something to keep your guns away from criminals you can rule out most of the gun "Safes" on the market, most can be opened in less than a minute with hand tools. If you are not going to bolt it to the floor, at least bolt it to the wall. If you can get a safe on its back it makes it that much easier to open. If you want something secure look for something where they stop talking about their body's being X gauge steel and start talking about their body's being 1/4" or 1/2" steel. These look interesting, I have wanted to see one up close ever since I saw their website.
http://sportsmansteelsafes.com/index.htm
Sturdy safe has a cult following, but I think their are better options out there.
Amsec rated safes are the real deal
Brown safes are good to go also.
If you don't need to store long guns and only hand guns there is a seller on ebay that sells refurbished diebold safes for $600 or so, they are 1/2" thick at all dimensions, something that would have been used as a jewelry safe or cash safe for a business. They are decent sized, will hold plenty of handguns and I am pretty sure they would pass the 30 minute test with power tools (One of the safe ratings) but I think they were made before the new testing methods were created.