Rick, excellent reply,
Seriously, I also feel that a safe protects against accidental wetness, i.e. water break, house fire and the water that comes with it...
I have a cheap-o one for my rifles and a nice Browning safe. When you pick one, decide between rifle and pistol, just rifle or just pistol. I ended up making my combo into just a shelf pistol one.
The ease your minds feels is not really as true as you'd like, but like the guys said above, it keeps the average bloke away and that is what I want.
Mine also has holes in the back, I just put long "wood" bolts straight into 2x4's of the wall. Someone would have to try pretty hard to get the safe out...
Ed