You can anchor your safe directly to the floor if it has screw holes on the bottom. Use really long, heavy weight screws though. If your safe has no holes, you can use a carbide drill bit and make your own. I also like the metal slab idea above, but long PLANKS of steel would be way easier to bring into the house. Once mounted to the safe, you couldn't get the safe out your front door. Thieves won't stay in your place long enough to work on opening the safe.
Another idea would be to have steel angle iron bars drilled with holes, then welded onto your safe at a local machine shop. Some guy would do it for $20 guaranteed. Bring it home, bolt those brackets to the floor and you're done.
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