Patrickl covered it fairly well. Keep in mind that safes, any safe, is just a security delay device. Given a little time, they can all be entered. Significant with this fact is that if a burglar finds you have a safe and he has time, he will likely blow off burglarizing the rest of your home because he knows the valuables, especially things that are really valuable, will be in the safe. At that point, the safe is a beacon to your goodies.
Gun safes are actually poor security devices. If you want real security, you need a safe that is more akin to what jewelry stores use which are large, very heavy, thick walled safes. Most gun safes do more for fire protection than actual security. Count on your properly secure behemouth costing many grand. Ideally you want one that has comparable protection on all sides including top and bottom. Heavily fortified doors just mean that the person needs to go through a side or back panel instead.
If you have a pier and beam house, you will need to have the floor area fortified to handle the extra weight.
If you have the time or expense, I suggest you find a way to install your safe such that people won't know you have it. My neighbor down the street has one located inside an old refridgerator in his garage. Another has his safe being used as part of the support for a work bench such that it doesn't look like he has a safe. Remember, people will have trouble stealing things they can't find.
Lastly, don't tell your friends or family that you have it. They don't need to know and everyone you tell will potentially cause a security problem.