The weight of the safe is typically the best indication of how good the safe is. I'm not in the business but did quite a bit of research before buying one.
You should watch these videos to get some ideas:
(in particular watch the safe break-in starting about halfway through)
I'm not advocating any of the safes show in the videos - just something to think about.
One other area to look at with safes is commercial safes, such as a TL15 or TL30. If you pay attention to your local craigslist, classifieds, ebay, etc., you can often find a commercial safe for the same or lower price than a "gun safe". The commercial safes typically are as fancy (no gloss finish) but are much more secure. They also tend to be much heavier. You will likely have to pay someone to move a commercial safe, but you are likely still ahead on price even with this. You will also have to build your own interior, but it sounds like you are already thinking about that given your initial question.
Best of luck, and remember to always buy bigger than you think you will ever use ;-)