I am [edit:was] in the safe business so let me add a few things here.
The best gun safe when price is no object are from Graffunder. I've seen a lot of gun safes and I don't think anything compares to them. They start at a insurance "B" rating (1/2" plate steel door and 1/4" walls) and go up to E Rate which is 1 1/2" plate steel door with 1" walls as well as custom options. They use a poured concrete-like fire liner giving even their 1/4" wall safes about 2" of thickness and a good burglary and fire resistance. Thicker safes offer even better protection:
http://www.graffundersafes.com
The best gun safe for people on a budget are the Amsec BF Series Safes. They have an honest 1/2" plate steel door and also have a poured light concrete fire liner and inner steel wall giving the safes also almost 2" of protection from fire and burglars. Their HS series safes are even heavier and feature a true UL listed burglary rating from a TL-15 to TL-30 (Tool resistant ratings):
BF Series safes start at around the mid-1000s and go up from there:
http://www.amsecusa.com/gun-safes-BF-main.htm
The HS series are higher priced, but much heavier safes:
http://www.amsecusa.com/gun-safes-HS-main.htm
Amsec is a true safe company. What I mean by that is they make commercial safes for their primary business. The BF series Amsec safe is FAR more secure than even the best major brand gun safe you commonly see.
The Graffunder can be had for the price of the high-end mainstream safes you see and completely blows them out of the water in terms of fit, finish and security. There is no comparison.
Electronic locks vs. Mechanical. Honestly there isn't much difference in overall security for most applications. Burglars don't manipulate locks open. They tend to attack them with hand or power tools. I've never seen a safe professionally drilled open by a burglar to bypass the lock. It takes many thousands of dollars in specialized equipment, drill bits, bore scopes and knowledge to do this and the average meth tweaker just doesn't have these things.
What they do have though are those power tools you left in your garage next to your safe and that big crow bar you left leaning up against the wall next to the sledgehammer. So worry more about how much steel your safe has on the door and walls and not whether they are going to bypass the lock. Make sure the safe you have in your home can withstand the power tools you also have there because they can, and often are, used to attack safes.
With that said, my personal opinion are mechanical Group I type locks (manipulation resistant) are the most secure and also the least likely to break (no motors and solenoids to go bad). HOWEVER, they are not as fast to get into either. If you want a reliable electronic lock I'd lean towards the LaGard brand and would avoid the Sargent and Greenleaf electronic locks (although their mechanical locks are great). Other electronic lock brands fall between these two extremes for reliability. IMO. In short: Electronic locks = convenience. Mechanical locks = reliability. You have to pick one or the other. Mechanical locks can fail and cause a lockout, but this is far more common with electronic locks.
Bolt down your safe. I don't really care how heavy it is unless it's something more than a couple thousand pounds. I've seen very large safes stolen. It happens all the time. If someone got the safe into your house, then it can be gotten out. One man with an appliance dolly can remove a typical gun safe if you think about it. So go to the hardware store and spend 10 bucks on some anchor bolts and tie that thing down to your foundation. Any safe, no matter how strong, is going to be opened if the crooks get it back to their own shop and have time to work on it.
Safes are lightning rods for burglars and you can be sure that if they come across your safe when in your home it's going to draw more than casual attention. So that means you need it to be able to withstand protracted and perhaps brutal attacks for many minutes, or perhaps longer. The only way to make sure this can happen is for the safe to have lots of steel in it and perhaps some concrete of some type. The Graffunder and Amsec safes do this. Other safe brands you commonly see do not. Be sure to bolt these other safes down as that will increase their protection.
You should also place your safe out of obvious view (for instance I wouldn't put it in a garage where someone could see it from the street). I also would tend to put it in a corner with perhaps the opening edge closer to the wall (so door opens away from the wall and not towards it). Why? Because by doing so you make it harder for someone to get pry tools to work on the opening edge with the wall in the way. It's much harder for them to get leverage as they will hit the wall when putting the biting edge of a crow bar on the opening side.
Bolt Work: Honestly this is just a marketing gimmick. More bolts does not mean a safe is more secure necessarily. It may just mean it's more prone to failure as there are more linkages to go bad. I've worked on very large high security Jeweler's safes with just eight bolts (insured to hold $1,000,000+ in jewels). There is no way that these gun safes with 32+ bolts on them are more secure than those jeweler's safes. So don't worry about number of bolts. Worry about how much steel that thing has in the walls and door.
Other things in a safe to avoid are people claiming that internal hinges are "more secure." This is a myth. Hinges on a properly designed safe just keep the door from falling on your foot when it opens. They shouldn't affect security if cut off. I'm also leery of putting in those electric dehumidifiers just in case they have a problem and ignite everything inside your safe. I also wouldn't store my ammo in the safe as it could cause problems during a fire.
In closing, gun safe companies put out a lot of hyperbole. The thing that matters most is whether the safe has lots of steel in the door and walls and whether they are using a poured insulating layer for fire protection and not drywall. Most gun safes do not have these features. The Graffunder and Amsec BF and higher series safes do.
