There's minimal difference between the $600 gun safe's at Costco/Sam's Club and a $1,400 Cannon safe. I wish I had done a bit more research before forking over all the cash for the Cannon.
Gun safes are not terribly secure from criminals, and can be opened with hand tools (say an axe, a crowbar, and other tools) in a matter of minutes (probably within 5-10 minutes, if the thief knows what he's doing -- if they just start pounding on it, they're unlikely to accomplish much). They might secure your guns from "crimes of opportunity" and "smash-and-grab" but that's about it.
They may be fire resistant to some degree, but I wouldn't trust anything that's not UL-listed for specific temperatures and times. There are other laboratories that do testing (and most "gun safe" makers have the other companies do the testing), but their methodology is different, and usually inferior to the UL testing.
Nearly all gun safes are "residential security containers", and are not terribly secure. They're better than nothing, sure, but a criminal with power tools or a lot of motivation will have litttle trouble opening it. If you're going to get a "gun safe", be sure to get one with at least 10 gauge steel -- most are 12 gauge, which are a bit thinner (only 1/10th of an inch thick), as that will offer a little bit more protection.
Amsec makes an interesting actual safe, the
RF6528, but this costs between $4,000-$5,000 and weighs nearly two tons. I'm not sure if it's TL-30 rated on all six sides, or just the door, but that's something to keep in mind if one needs something very secure.
There are at least two safe vendors here on THR who can provide you with a lot of useful information; you can also search through past messages to see previous threads.
Either way, a safe or RSC will only slow down a criminal intent on entering the safe, particularly if they have time to work on it. You would be wise to install a burglar alarm in your house, use it all the time, and get homeowner's insurance. While a "gun safe" won't hold off criminals for long, an alarm system can summon the police while the criminal's working on it.