It would probably help if we had some of the criteria that you need the safe to meet (i.e. size, weight, price range, etc.). Some of the things that I'd keep in mind when buying one are listed below:
1) Where do you intend to place it? If you intend to place it upstairs, weight can be a critical issue because someone has to actually move it there (or from there if you relocate). Also when placing the safe, you should to consider things like which side the door opens towards. It may sound minor, but I've seen people lose a lot of space in a room because they want to put the safe in a corner and when the safe door would open it swings into a piece of furniture so the piece has to be moved. -I know Fort Knox offers safes that can be made with their hinges on either the left or right side. Other companies may offer that option as well.
2) Are your tools secured? It may sounds funny but unless you're being hit by a professional thief, the typical smash and grab guys won't bring a lot in the way of tools. That means if they want to defeat your safe, they're going to be looking for what you have available that may be able to punch it.
3) How much fire protection do you need? While some people will say the maximum, it is worth noting that most residential fires are over in 30 minutes and do not exceed 1200 degrees. That said, some of the safes on the market are geared more towards industrial fires which can last considerably longer and achieve much higher temperatures. -Personally, I would not recommend skimping on fire protection, but I can definitely see that some people consider spending extra money for say 90 minutes at 1800 degrees as not the best choice when you are unlikely to face that scenario.
4) Do not expect truth in advertising... Some of the companies are not exactly the most honest when it comes to the features that their safes have. There are other issues, but an important one is how they determine that a particular is an 8 gun safe or a 14 gun safe or more. Generally speaking, do not look at a layout that says it can handle X number of long guns and expect it to handle that. Often, the companies are using the slimmest long gun they can find and stacking 8 of them in there. I've seen some layouts that would be lucky to accommodate half of the advertised number for an assortment of rifles and shotguns. Different guns have different dimensions and don't always fit nicely side by side with each other.
These are just some things to consider. I'm sure others will have additional thoughts or tips...