|Most new guns come with a lock|
You have to find the compromise between ease of use, security and accessibility you are comfortable with. Fortunately today there are lots of products and you should be able to find one that strikes the right balance for you. I'm going to discuss some popular options I am aware of here.
We'll start with something simple, a locking box. These are typically made of steel and can be found with a variety of locks. Some also offer a bit of protection against fire, and they could be used to safeguard other valuable items. They range widely in price depending on their construction and locking mechanism. If you want these to be really secure you need to affix them to a wall or other significant structure.
The cheapest is going to be a little box with a key lock suitable for a handgun.
They make models that are designed to be recessed into a wall for a more hidden look. You could even hang a picture in front of it or something.
These key boxes aren't the best choice if you have a handgun and children, as you'd have to keep the box locked and the key handy all the time should the need arise to retrieve your handgun. If that is your situation you may prefer something with a keypad or even one that uses a fingerprint scanner to unlock. These will cost more than the models with the basic key lock, the fingerprint scanner locks (called "biometric" by the manufacturers) often cost upward of $200.
I don't have any brand loyalty in this matter, you may have noticed I've offered up three different brands in the above examples. I can't say I'm aware of an advantage one brand has over another in this market.
that offers fire protection can be useful for other valuables as well. You can find ones with punch code locks that can be faster to open than tumbler locks or key locks.
Other options for rifles and shotguns are similar to the Rac mentioned above. The secure the gun by locking it to a wall or other sturdy object. Unlike the Rac they sometimes don't also block the trigger. Santa Cruz, Tufloc, Shotlock and Ridgeback are companies that offer products like this. Some are generic and some are designed for a specific type of gun, you'll have to check out their offerings to see if their is something that works well for your firearm.
There are some good options available for specific firearms. This product from Gunvault locks into the magazine of an AR-15 rifle preventing it from operating. It doesn't secure it from theft however. Lifejacket also offers a variety of products designed for specific gun models as well. Franzen makes trigger locks that mount to the wall. It's a less secure product than one of the Rac's above however for not a lot less money.
There are a number of options as you can see, each with their own strengths and limitations. Look for one that you are comfortable with, something that offers the right mix of security and access for your application.
If I've missed a product line or if you have a favorite product you use please let me know.