So you need a safe huh? What is the first step? Where do you look? How much does one cost? What kind do I need? What size should I buy?
All of these are good questions, and questions that you need to answer before you buy anything. Not all safes are created equal and not all safes do the same job. Most people start out asking a friend who owns a safe and progress to the internet from there. There is so much information available that it can be overwhelming. I am going to try to give you some information and take away part of the mystery for you.
The first step is to determine what you want to store in a safe. Some safes are specifically designed to store and protect paper documents, some are for digital data like flash drives, some are for money and others are designed for guns. Most people want a combination of these and those are available too. You should look for quality and UL rated products. Many manufacturers have their own ratings for fire resistance and other security factors, but you really don't know what standards they used for their tests. That is why UL ratings are important. You can look up the rating and find out exactly what kinds of tests were performed and the results. There is no such thing as "fire proof". There is fire resistant for a specified time and temperature.
Next you need to determine a value of what you desire to lock up. If you want to store $50,000 in cash and valuables, you need a higher quality, and more secure safe than if you're planning on storing your will and insurance papers. I had a customer that wanted to store this amount of valuables. I showed her some safes that had starting pricing around $4,000. She said she would never pay that much when she could buy a safe at Walmart for $200. I didn't want to sound rude, but I told her that she was foolish to think that a $200 Walmart safe would protect her things. In general, you should expect to pay about 10% of the value of your stored items for a decent safe. That figure is not accurate when storing important documents or digital media. These are specialty safes and are designed to keep media below a specific temperature for a set amount of time. If these temperatures are not maintained, paper will begin to char and digital storage becomes unreadable. This is not a place to be cheap.
At this point you want to pick features. This can include hardplate, tool resistance, electronic locks, the ability to monitor the safe through an alarm system, drawers inside, etc. Of course this all depends on what your intended use is. You can be as plain or as fancy as you'd like, but bells and whistles cost money.
I recommend trying to see safes up close and hands-on. You can really tell a lot from the feel of the safe. If the door feels light and flimsy or there are rattling noises inside the door, the quality is usually less than it could or should be. An important consideration also, is serviceability. If you ever lose your combination or the lock fails and you have a cheap safe, it becomes a throw away item. Generally speaking, if you bought it at a big box store, it is not serviceable. If you buy a quality safe, the safe can be professionaly drilled open, the necessary repairs made, and the safe returned to service. If done properly, the repair can even be stronger than the original door.
Some safe manufacturers have great warranties and some leave you hanging after the sale. American Security (Amsec) has one of the best warranties that I am aware of on their BF (Burglary/Fire) Series safes. If it's ever damaged from a break-in, attempted break-in, or a fire, they will repair or replace it free of charge. That's hard to beat! And their products are excellent quality.
One final word: internet sales. You are much better off to buy locally than online. If you purchase a small safe, buying online isn't so bad. If you're buying a gun safe, you could be in for some trouble. The delivery of the safe is done by a trucking company. Their job is to get the safe to your house. In most cases, this means curbside delivery. Once it's off the truck, it becomes your responsibility to move. Moving a 1000 lb safe is no easy task. If you buy from a local locksmith, they should be able to handle the delivery and installation of your safe. Also, if there are any problems, they can come out and help you. Try getting that kind of service online.