Depends on your intended usage. Do you want quick access? Is for rifle or pistol?
For traveling any distance/overnight with rifles I have one of the those, large very heavy plastic-ky, ones with four locks and a heavy duty locking cable. Yes a sawz-all would defeat it, but the average smash and grab artist isn't gonna carry one. Interestingly in the path finder SUV it snuggle down between the back seat and cargo bay, almost unnoticeable. Smaller version I have for carrying multiple pistols when I'm going to shoot in competition.
I keep a small keyed metal, pistol box, also cabled securely, for use when I go in a prohibited place, like court. (Seems like I've spent a lot of time there over the years.) I think it's a Hornady with a flat-style key lock ($25-45?). I don't like the round keys because they're a pain to get lined up right.