Aglifter:
I bought a "HandgunSafe" from
http://www.handgunsafe.com/safes.htm several years ago for peace of mind. They're made from heavy gage steel w / spring loaded door. The standard Simplex lock is very quick to use, but does take up quite a bit of space inside the box.
The vehicle safes are made to fit into your vehicle's console.
Not too tough to install and I needed only to trim a little from the inside of the console in my Escape.
I don't advertise that I carry a weapon, and the safe is completely out of sight. If my car was stolen, a bad guy would have to wreck the interior to get that safe out. (Which he would do without a second thought,) Then, to get the safe open, he'd probably have to ruin the gun, which he'd probably also do without a second thought.