I work in a high-tech job, and often have to deal with security issues, such as people hacking passwords, reading encrypted data, etc.
As a general rule, security is all about having a REASONABLE amount of security, in relation to the value of what you're trying to protect. An example I use all the time when talking to product managers is to say that you're not going to buy a $100 lawnmower, put it in a shed in your background, and then install a $20,000 security system with motion sensors and biometric entry devices. You're going to buy a $10 padlock and call it good. If someone cuts the lock off and steals your lawn-mower, you accept that as a reasonable risk and in that event you're willing to file an insurance claim or just buy a new lawnmower.
On the same token, if you're in charge of security at a museum, you don't rely on the same $10 padlock to protect a priceless one-of-a-kind work of art.
It's really up to you, as an individual, to decide how much your valuables are worth to you, and decide how much you're willing to spend to protect them. If your gun collection consists of a couple of stock off-the-shelf Glocks, a hunting shotgun, and a deer rifle....you might be comfortable with one of the cheaper safes because you can easily replace your entire collection for under $1500. If you have a LOT of expensive, rare, and/or collectible firearms...then a higher-end safe might be justified.
I agree with 92f-fan...it's not necessarily a black-and-white issue. One of the cheap safes from Cabelas will still keep your kids (or your kids' friends) from playing with your guns when you're not home, and it's better than nothing. I think the key is to know what you're getting, and make sure you're making an informed decision on the level of protection you desire and the level of protection you're actually acquiring.
MojoTexas