Heavy gauge steel is better than thin gauge. It takes but moments to cut into the side of a safe that uses thin sheets of steel for protection. A heavier gauge steel is less likely to be carried away by an opportunistic burglar who notices the safe after breaking into the home.
Securing a safe to the wall or floor is critical to keep your guns protected. A hand-dolly can easily move even a heavy safe, but if the floor of the safe is bolted to the joists that hold up the home, then it will not be moved without major effort.
Locate a safe where it is not visible to the passing eye. It should be in a corner, with large items such as wash machines or refrigerators on the other side. This hampers the ability of a burglar having room to work on breaking into the safe. Any delay in time for him gives the police more time to respond to an alarm.
No gun safe is fire proof but they can be made fire resistant. Sheet rock is the normal interior insulation that provides fire protection. Examine the safe to see that the sheet rock covers the entire interior without any gaps to allow heat to penetrate.