Warning Will Robertson, this is a long post (bonus points if you know the reference).
Most long gun safes made strictly for guns are normally good quality safes.
The exception to this are long gun safes that lock just using a key. They are good for keeping honest people honest or keeping children out but a criminal will be able to open it without much trouble.
Features to look for in a (long gun ) safe besides good construction are dead bolts. The best have doors where the deadbolts engage on all four sides of the door. A good three deadbolt system (top bottom and active side of the door) with the hinge side of the door having fixed bolts that engage the frame when the door is closed is good as well.
Safes can have one or two ratings on them. Burglary rating, Fire rating or both. Ideally you want a safe with both a fire and burglary rating. If you are going to store important documents in your safe make sure it has a FIRE rating of at least 1 hour.
If you are looking for something mainly for document protection Sentry makes a great fire safe. The inexpensive ones do not have a burglary rating and can be broken into quite easily if you know how.
Most of the small hand gun safes ( read one or two handguns) I have seen (except the really cheap ones) do a nice job of keeping out the average person and will take more time than a smash and grab criminal is willing to give to open them. Just dont forget to secure the safe in some manner or the thief will just take the safe and open it later.
I personally own or have owned a few different safes including, Liberty, Stack-On, Sentry (more than one type) American Guardian and a few others.
For some back ground, I worked as a locksmith for almost 20 years between the state and for a company that supplied hardware to major building contractor throughout the state of Wisconsin. I was also factory trained on Forger Adams detention hardware (think jail cells). During my time as a locksmith for the University of Wisconsin Madison, I was the go to guy for changing combinations, opening them when the combination didn’t work and in some cases drilling and repairing them.
If you have questions about a safe (gun, document or valuables) and want my opinion, send me a message with the make and model number along with your question and Ill do my best to give you an answer.