In addition to keeping it out of sight, consider a decoy
For example, a broken safe (like a firesafe with a cracked wall or broken lock) or a heavy box that could pass for one, from a thrift store or craigslist. Make it look nice on the outside, put some low-value keepsakes, costume jewelry, or funny money, and non-sensitive copies or fakes of documents in there.
Stick it somewhere out of sight but not out of reach: under the bed, front corner of the closet, a dark shelf. Then if it's been tampered with, you know you have a problem, and it may satisfy them that it's your only hidden stash.
Rambler wrote
Think about placement. Ideally your safe will be in it's final resting place, so to speak, once you've placed it. Out of sight. You'd think this would be obvious but I've had friends who have visible safes in their garage or office or whatever. Even without talking about it, someone may think, "I wonder whats in there?"
So, out of sight. Out of mind.
If you own your home, embedding the safe into the house itself isn't a bad idea. Is it in a closet? Build a it into the wall by building a shelf above it and making it impossible for the safe to now be removed. Not that they could with ease before, because it's mounted to the floor joist and wall studs. And now you just built a wall around it and put a normal cabinet door in front of it to make it all look like original closet storage, or something.
Honestly though, if you just need a safe that'll store paper, maybe some important documents and a small amount of jewelry it makes it so much easier to hide it in a place where it can be secured out of sight. If we're talking a big gun safe... There is a reason why a lot of people just have it mounted in their garage or living room. They're heavy as fuck, the size of a refrigerator or larger and there is the idea that, "That summabitch too heavy for anyone to steal" but it can still be broken into.
And a note about locking mechanisms: Combinations can (easily) be forgotten. Trust me on this, lol. You're convinced you'll remember it, don't need to write it down, etc. Then you have no need to open the safe for a year and are scratching your head when you need to get in. On the flip side, keys can be found and keys can be stolen or locks can be picked. Hand/finger print safes rely on a battery, which can last a long time but not last forever.
If you're storing things that would be absolutely devastating to lose, you've got a lot to think about. If it's some guns, documents like passport or birth certificate and maybe a few thousand dollars worth of valuables then really any mid-range fireproof safe that can be mounted/secured to a wall or floor joists and be hidden should probably do.