Please excuse the bad photo:
This is a vault door that you would often see on the used market. It is being removed from a local bank branch, and is on the lighter side at 5,000 pounds. The forklift being used to move the door weighs 10,000 pounds. These types of doors can only be installed in new construction, and you can forget about cheap. The cost to hire a crane to lift it into position will probably cost more than many of the gun safe doors cost. A door like this will end up running in the $8,000 range including equipment costs.
There are lighter vault doors available, including record room doors. These doors often run in the $1,500 to $4,000 range used, and $3,000 to $15,000 new. You can also buy doors from the gun safe companies which look like vault doors. These doors will also run in the $3,000 plus range, and offer easier installations due to their lighter weights, but not much protection. It is very difficult to move any of these doors into existing construction.
Most people (even salvage companies) know that some of these used vault doors are worth over $100,000. If a door is being sold cheap, it's for a reason. There is something wrong with it.
I would look into a commercial entry steel door and frame. It will offer you a decent level of protection, and be much easier to bring in and install. Run some electric into the room for lighting, and include an outlet for a plug in dehumidifier. We install vaults in homes on a regular basis, so it it can be done. Although it is going to cost more than a freestanding safe, the price per cubic foot of storage is much lower.