Whatever safe we buy should have an expanding fire seal on the door. That will keep out smoke and water. When I did all the research four years ago, I found several safes that were high quality and secure. I wound up with Sportsman Steel Safes.
Their top of the line safes have a 1/4" steel body, a 10 gauge stainless liner, massive locks and re-lockers, concrete fireboard, and a Palusol expanding door seal. The door gap is so small that they cannot be pried open, and if the lock is tampered with the relockers activate and the door cannot be opened.
The only way a thief can break in is to have the combination, or cut through the safe body. While a cutting torch would make quick work of the 1/4" steel body, The 10 gauge stainless liner will stop the torch. So they'd have to cut out the liner with a saw. They'd also have to deal with the concrete fire board. All that could be done, but it will take too long for most thieves.
I had this safe when I lived in Oregon, and last summer when we were under a fire evac status we put several valuables in the safe for fire protection. It provided piece of mind knowing the house could burn down yet everything in the safe would be fine.