Most smash and grab home invaders won't spend too much time messing with a safe, especially if you have a monitored home alarm system (which is highly recommended.) If a professional burglar is targeting you, then they can usually break into just about any safe, given the time. That is the best defense...reduce the time they have available to work. The best defense is, again, a monitored home alarm system. Unless you live in a very isolated area, make friends with your neighbors, and your neighborhood watch (if you have one), so that they know if there are vehicles at your home (especially if you are away) that don't belong there.
There have been cases of burglars chaining up a safe and ripping it out of its mountings, and dragging it through the house, to load it up and haul it away. That is unusual, and probably won't happen unless they know you have something worth all that effort, and unless they have the time to do so.
You can also try to disguise your safe...build what looks like a cabinet or something around it. Most professional thieves aren't likely to be fooled by that, though...although it might help deter the junkie who's just looking for something quick to steal...but he's unlikely to take the time or have the ability to defeat your safe.
Anchor it as best you can, and take as many precautions as you can. Get firearms insurance. That's about the best you can do. Good luck!