As important as all the above is keeping your collection as much a secret as possible. My friend sells gun safes. He estimates that gun thefts occur 97% of the time by people who are friends of or somehow acquainted with the gun owner.
I've done research on the subject. I remember one instance where the owner had a gun safe bolted to the floor, etc, and the thieves were able to knock holes in the walls, wrap a heavy chain around the safe, and used a heavy duty SUV to pull the safe, wall, etc, into the front yard. Then they got the safe into the truck and left.
I've seen pictures of safes that had been broken into. One was where the thieves used a circular saw and masonry blades and cut through the side. The hole they cut was big enough to get most of the collection out.
I've also seen safes where the doors were opened simply using crowbars.
The best safe is the one nobody knows about. Ditto gun collections.
This..