Best piece of advice I can give you is do LOTS of research. The
more you can educate yourself on how safes are constructed the better off you will be. When you start digging into how some of these things are made and all the smoke and mirror tricks they use to fluff up some of these things, it'll shock you how cheesy they are.
If you are looking for a decent size safe that is very secure and will be hard for someone to break into, be prepared to spend at least $3K and up. If you just want a safe that is mildly secure, there are lots of them out there for considerably less. Something else to consider, even the brands that make good quality secure safes have lower price point products so make sure you really study the specs and construction before you purchase one no matter what brand it is.