Personally, I would be leery of a under bed safe , as most of the ones I have seen, lack the construction of the better stand alone ones. Plus it's much harder to encase your bed to make it harder to access the more vulnerable sides of the safe.
Personally, I don't know of a tremendous number of attacks where the burglars went through the front of tge safe by either prying, cutting or beating thier way in. Generally speaking the front is the hardest part to defeat. Given some basic tools and know how and you can be through the sides/bottom relatively quickly.
Mountain, what I meant was, install it in such a way to limit the ability to access the sides, and bolt it to the floor so they can't topple it and work on it with leverage. You can put shelving around it, build a wall next to it, brick it into the foundation etc.
As for brands, Knox is a name most like, myself i went with a used Mosler, but being a little more remote, I needed a somewhat tougher, and tool resistant safe. Weighing in at 2,000 lbs and being 5 ft by 2 1/2 ft by 3 ft, it fits that bill nicely.
"If there must be trouble, let it be in my day, that my children may have peace"