I doubt I'll ever own enough of a collection to bring in a well equipped theif, so as of right now I just have a door. Not mounted, no hardware, but its a start.
I noticed that a lot of home builders pour a basement under the house with four walls poured under the porch. This hole is usually filled. If I ever have a house built, I will want a roof and vault door over that unused space.
It could always double as a "panic room" if you really wanted it to.. If I build a house Im going to do it on a crawl space but there will be a 10'x15' "panic room" with its own air filtration and dedicated water supply, I was thinking about doing a hatch in each bedroom and a "hallway" to the room but might as well do a whole basement if Im going to do that.