Buy a safe! Get a quality item like a Cannon, Liberty, Browning, etc... Get as big a safe as you can afford, becuase you WILL fill it up! Also a big safe is a deterrent to a thief due to the size. I have said before if a thief can pick my safe up and take it, then he can have it, because he is definately a bad ass! (Just kidding about that one!)
About the dog; any dog is a good idea as long it will BARK when something alarms it. It dosen't have to be a huge ass-chewer, but if it barks and lets the intruder know that something is in the house that could bite him or cause him to get noticed by someone else he may think twice. Just my two cents...