+1 for Sturdy. As a1abdj said, they don't qualify as being a "real safe" (I.e., TL rated) but ... most of us don't need a 4000 to 6000Lbs gun safe. And Sturdy has a design that is nearly impossible to pry open so unless the crook has power tools or a torch available, he likely won't be able to get in with anything else.
Sturdy will make a gun safe to fit your needs. If you want a 5ga steel body (0.2043" thick) and add additional 7ga reinforcing plates on sides that will be accessible to an attacker, you can do that without adding much to the price or weight of the safe for that matter. Again probably an overkill for most applications but it will add time for cutting into the safe which might allow for an alarm system to get a response.
On fire protection: what Sturdy uses for their fire liner is the same material used in the structures with the highest fire rating that UL gives, there is no higher fire rating. That material is ceramic fiber which is used in UL 125F-4 hour media vaults.
http://www.firelock.com/overview1.htm These ceramic lined vaults are able to keep the temperature under 125F with a four hour ramp up time where the temperature applied to the exterior of the vault reaches around 2000F then allowed to slowly cool down for what might take days. This design not only protects sensitive digital media applications from high heat but also the damaging effect of humidity (drywall and concrete release moisture when exposed to high heat.) As you can see from Firelock's website, their vaults also protect some of the most valuable documents, art pieces, musical instruments etc there are which shows the confidence the owners and insurance companies have in the design. Again, highest fire rating UL gives is on a ceramic lined media vault which is what Sturdy uses in their gun safes.
As you can see from Sturdy's website, they have some examples of customers with complete burndowns to their homes and the contents of their safes (including paper and plastic) suffered no damage at all ... none (Sturdy will gladly give you contact information to the owner of the safes on their website as well as the firemen who witnessed the opening of the safes.)
http://www.sturdysafe.com/fireliner.htm Yes some might say "why don't they have a UL fire rating then". Well apparently the UL test is very expensive (I think I read around $25,000 each test) and only applies for a particular size safe; since they are a small family owned company, they would not be able to get their investment back in increased sales.
Anyway, another big recommendation for Sturdy.