For modern gun safes, the most common access methods include combination, electronic, and biometric lock. Each has its own pros and cons, and it's up to you to choose a locking method that offers the protection and convenience you need.
And don't worry about thieves attempting to pick the lock. The technology for locking mechanisms has come far over the years, forcing most criminals to use drills and torches to open locks because of how challenging they are to pick. This is why the metal thickness explained in the previous point is very important.