>Is there a safe out there which offers a climate controlled
>interior without compromising security?
Not that I'm aware of. What I did was to get both an electric dehumidifier AND a big can of dessicant. Between the two of them I should be able to keep things dry and rust free even with the humidity we have here in Georgia.
Be sure to research your safe purchase carefully before putting any money down. A good safe should last a lifetime so you want to be sure to get one you will be happy with. Personally, I found the best security, fire rating, features and warranty with the Cannon Traditional Series. (Your milage may vary)