If I were going to build, (and we've considered this), I would take one room and make it a safe room. Make the walls and ceiling out of concrete, and install a good safe door. The builder might have to pour the slab a bit thicker, but it wouldn't be a big deal.
I would also set the safe door deeper allowing for a regular interior door to block the view. So from the outside it would appear to be a normal bedroom to anyone who would visit. Vault doors attract unwanted attention. I think it's a better solution than moving and placing a bunch of safes that are NEVER big enough, and shout out, "I've got a lot of GUNS!", to everyone who walks through your home.
Just like in politics, perception is everything. Remember, people actually thought Obama was smart.