With 29 years behind me in as an LEO, I've never seen nor actually heard of a gun safe being targeted (let alone opened) in the greater Chicagoland area.
Most gun owners are smart and don't let word of their guns get out.
A decent gun safe bolted to your cement basement walls is the way to go.
I never had an alarm on my house because I didn't believe in them since I've seen them defeated many different ways, including getting in and out quickly before the police arrive (and my department's response time is pretty quick...usually well under 4 minutes, 50% of the time in under 2 minutes).
Check in to
Home Security Systems from SimpliSafe alarm systems. I bought their system. It's inexpensive. You can purchase it directly ala carte off their website without the need to talk to anyone or buy a system too big for what you need.
It is user installed with 3M sticky tape in about 15 minutes. No phone lines for the burglars to cut, it operates on cellular technology (as long as you're not in the boonies without cell service obviously). Battery backup for several days if the power goes out. Burglars can't cut the power either.
Door and window magnetic alarm trips and motion sensors. Motion sensors can even be set up so big dogs won't trip them.
Put a motion sensor on your gun safe door.
Simplisafe only charges $14.99 per month for the monitoring. Set it up so they don't call your house first when an alarm goes off. Be careful not to set off your alarm accidentally (we've had it a year now and no one in our household has set it off by mistake yet) and have it so Simplisafe immediately calls your local police with an alarm right away.
Then the police go right to your home and check out the alarm. Won't give the burglars any time to get into your safe that way.
I looked at my safe and looked at my basement workroom. If I had an audible alarm to make the burglar "uncomfortable," well I have shooting ear protection right there for them to put on. I also had a pry bar on my pegboard. That is now hidden in the garage. No other tools that they could use.
Most burglars (99.9%) are smashing in a front or rear door, running to the master bedroom, grabbing watches, cash, and jewelry from the tops of dressers and the first top underwear drawer. Maybe a quick peek in the bedroom closets, and often enough tossing all the drawers if they feel they have time. They also take your pillow case to put everything in.
I haven't seen a tv or computer or ever a gaming system taken in over ten years. If you hide your cash and jewelry just slightly in an out of the way place, the burglars probably won't even find it.