Choose a fireproof safe carefully. Each safe is rated based on temperature survivability. Choosing a safe that is "media safe" may improve the likelihood of temperatures not damaging stamps. Consider also that many times safes are exposed to water during a home fire.
Place stamps in stamp albums attached to loose leaf paper with glassine strips or in a special stamp binder. Storage in an album is important to prevent damage to stamps by dust.
Place the album inside the safe upright if possible. Stamps are more easily preserved upright than flat. Be sure no other items are crushing the top or sides of the album.
Carefully place a moisture-absorbing product in the safe not touching the album. This will draw any ambient humidity away from the album.
Always keep the safe locked and inspect stamps regularly for any damage from humidity or heat.