A secure lock: One of the first things to look in a safe is a quality lock that can give you the assurance that your gun and ammunition is safe. Bolting systems are most reliable and are operated by mechanical, electronic and biometric systems.
Material quality: In most of the safes there are steel plates that from a wall inside the safe which forms the second line of defense, thus a thicker and harder plate is to be preferred.
Fire and Water resistance: look for UL/ ETL certificate fire rating so that your safe can keep your firearms and valuables intact even in a severe fire.
Space: Measure all your guns and consider a safe with slightly more capacity so that you may keep other valuable things in it.