I'm building a gun "cabinet" that I converted from a built in book shelf in my office. I've measured it and it'll hold all my rifles with some drawers for my handguns below. I'll be putting in a couple of doors, hidden hinges, and a good cabinet lock. It's pretty simple but will work keep "guests" from getting to the guns. It fulfills all the requirements of my homeowners insurance and surplus surveillance system works fine.
The bottom line is if someone is determined to burglarize my property there's not much I'm going to be able to do about it. Building a "bank vault" in a house just seems like you're inviting someone to come-n-get-it.