I would think a local cheap alarm would be much better. Something that just goes off when the door of the safe is open without being deactivated, and doesn't call the alarm company.
- If you are talking ADT big alarm, if the burglar is getting into your gun safe they are already in the house, so the alarm should already be going off.
-If it isn't an alarm that you disarm right before you get into the safe, what's the point? The alarm should be going off when they get into your house, not into your safe. If you are thinking hearing a kid, wife, or whatever else get into your safe when you are home, that's not how these type of alarm systems work. They only go off when they are set, and in a "unoccupied house" mode. Just having a local alarm for your safe would be best. In conjunction with an ADT type alarm for your house.