You guys must have gone to some low rent gyms. I have an older model with 6 locking lugs and feel pretty good about it. Yes you can put thousands into a safe and feel really good but as we all know if a pro hits you, the safe is going to be empty. If you have a surveillance cam or house alarm and live in a normal area, I think you have a very good chance of keeping your stuff.
If you've got a basement and 8 gorilla friends, that don't talk, to help you hump the ultimate safe downstairs then go for it. I use to work for an ATM manufacturer and we would always get surveillance pictures of 'bubba's truck' draggin an ATM down the road. Given enough time and tools you can open those things up like any safe.
Comes down to type and location of your home and the $$ you have available.