You can go two ways. You can buy the cheapest sheet metal one made (and line it with sheet rock if you want to add a fire rating) or buy a real safe made with 6 or 4 gauge steel. Most "safes" like the Liberty "safes" are simply fire rated cabinets with with an impressive looking door.
A theif with a battery powered sawzall (or he'll take the one from you garage) can have 90% of the safes open in 10-15 minutes - tops. They are built from 14 or 12 gauge steel that cuts like butter. Ask for the dealer for "Residential Security Container rating" and you'll most likely get a blank stare.