If you want to secure your valuables, a safe is a smart investment, and a floor safe or wall safe is much wiser than a freestanding unit (which, no matter how heavy, can simply be lifted and walked away with if there's enough manpower involved). Safes that are sunken into the floor are extremely effective for deterring thieves, but they're also expensive and time-consuming to install (if you're not ready to rip out a section of your floor to do it, they may not be a great option).
Wall safes, on the other hand, still offer a good deal of security, but they aren't as expensive and they are usually less complex to install.
For example, this compact "Stack - On" Between Studs Wall Safe slides right between the studs, so all you have to do is knock out a bit of drywall in order to place it. Mount it to the studs, and it won't be easy for a thief to remove. At less than $100, it's quite affordable, and the reviews at Amazon say it's a decent safe for the money.
The nice thing about a wall safe is it's easy to turn into a hidden safe (a between-the-studs model, in particular, won't have anything sticking out to alert passers by). If you want to be ultra secretive, you could even put the drywall back over it, but let's assume you may want to access your valuables some day... For the truly hidden effect, just try putting the safe somewhere that isn't obvious (burglars know to look in the master bedroom and behind paintings!). In the basement behind the water heater might be less obvious.