My safe is built in the wall and bolted down... Goodluck
Best way to do it.
I'd be more worried about a thief using the tools in my shop to break into the safe. That seems easier than carrying a 850lb safe out the house. Especially since the doors have to be removed!
A quality safe will take time to get into. And it'll probably be heavy enough so that they can't just walk off with it. If you bolt it down, even better.
The doors on most safes are generally the most armored, so bolting one in a closet or wall will prevent people from being able to work on the sides or rear. An alarm system also prevents them from having all the time in the world.
That's the best way to protect your investment. You can probably do a pretty good job of hiding the safe too, if you get creative.
As for self defense. Pistol on the bedside in a quick access lock box if you have kids. I don't, so mine stays holstered on the bed when it's not on my side. Two steps from the bed is a loaded 870 in the closet with a trigger lock.
The 870 cost ~$300 so if it ever walked off, I wouldn't be missing a whole lot (in comparison to the guns with sentimental value in the safe).
ETA: A safe with external hinges is a good idea too.
This post was edited on 1/21 at 1:37 pm