Generally this is what I suggest when looking into security/deterrence
1. I would recommend going the insurance route because not all safes are equal and no safe is perfect.
2. Think tactical! The second thing you need to do is do an assessment as to who you are trying to keep out (your kids in the house, a burglar, an army) and set a price. Generally speaking electronic safes suck if someone has an inkling as to what to do.. and sometimes the box is lightweight and not tied down to anything so someone can just pick it up and go.
3. I recommend googling any safe you are interested in with the terms "cracked" "picked' or "broken". There are youtube videos, this one isn't necessarily about big gun safes, from defcons like https://www.youtube.com/watch?v=5Yr6ATdaDQ8
Not all safes are created the same. Depending on how expensive/valuable/sentimental something is to you I would give this primer on safes a look
http://imgur.com/a/90RYd
I'm not saying people need a superduper whatever to keep their 5 year old from playing curious george.. Locks/safes keep honest people honest but some of those department store safes are huge/expensive and easily defeated.. you could have a good safe for that price sometimes
I am an amateur lock picker and when I want to find a decent lock to use I google for lockpicking videos/forums. I usually try to pick the lock for 5 minutes and if it survives I keep it. I've found great deals at walmart using this method.