I thought about a safe until I watched a video showing how very easy it is to break into one. Two guys were in in five minutes. I could probably come up with $1,000 for a safe, but I'm betting a $1,000 safe wouldn't keep out a couple of guys intent on getting into it for very long.
You're right about that, I've seen the same video and it was less than two minutes. But, even a $1000 safe is better than nothing, especially if it's properly bolted down so it can't be tipped over.