The biggest risk to your firearms is not from burglarly but from fire, hence the choice of a safe is paramount. Yes, you're correct in that a well made safe is likely to deter the crook and persuade him to look for easier targets (like that glass-fronted wood beauty the old-time next door has).
Because of this you will want to pay close attention to the fire rating for your safe. It's construction will also play a role in this. The high school locker-style (you know the one with the cheap thin bendable sheet metal, the kind the idiot liked to dent with his head) is not what you want for fire protection.
If you're interested, I'll send you some info on fire ratings and what to look for in a safe.