I am beginning to consider a narrow, tall safe for one of the closets, though. Advantage: they are convenient and fairly inexpensive....and I can deliver and move them myself.
It is has to be VERY difficult to remove though. Small safes don't have the massive weight to deter them from carrying it away.... so the safe will need to be bolted into the wall AND nearly impossible to tug and pry away from the wall.
If I were to buy a big heavy safe, then there is the extra issue of hauling that SOB around when I move!
If you have a closet large enough for a safe to fit why don't you install a heavy solid core door with three dead bolt locks.
When I out grew my third safe I had to do something and I converted a walk in closet to a walk in gun safe. It's going to stop the smash and grab thieves.
If a professional thief knows what you have and wants it, there's not a safe made that well protect you.
You need to stop the smash and grab guys and have a monitored alarm system for good protection. Draw back of my walk in is zero fire protection. If my house burns the gun collection would be a terrible loss. That's why I have insurance.