A "safe" is just a delay mechanism, be it a delay from fire or a delay from theft. I watched two guys break into a monster jewelry safe at an industry show. It took less than 45 minutes with sledge hammers before they were reaching in and pulling out drawers.
Most good gun safes are decent fire protection and fairly low grade theft protection. They will stop your low brow quick-in quick-out burglars who want a quick score, family members, and neighborhood kids, but won't stop professionals or anybody with 5-25 minutes and a few tools, such as a sledge hammer or in many cases, just a simple crow bar, which is a common burglary tool.
"If you look through your scope and see your shoe, aim higher."
-- said to me by my 11 year old daughter before going out for hogs 8/13/2011