At one time I stored coins in paint cans (purchased at home improvement stores empty) and put them in my workshop. I also owned an old safe that was in the basement and full of bricks, assuming the bad guys would tackle that and go no further. But now I do as many members here on CT stated and have safety deposit boxes with insurance. Take good photos of everything and keep receipts, that way a loss can be documented and you can admire your coins from a far.
Wow Robec, that's really impressive! I take a much more subdued (cheap?) approach, my old four drawer fire proof filing cabinet is in a corner of the basement, opposite my work bench area, with some old office furniture and each drawer has "Confidential Tax Documents" labeled on it, to hopefully depress anyone who bothers to go around to the side of the cabinet to see the drawers. I also don't talk IRL about my collecting habits and don't leave coins out and about, I like things put away and (relatively) organized. That's kind of why this forum is so fun.
Keep a cheap decoy safe under your bed filled with junk foreign coins . The coins you can buy by the pound.