The first thing I noticed was that many of the trigger locks are barely better than nothing at all as they can be unscrewed or twisted apart with pliers. I also found some of the lockable cases out there can be forced open without tools or much physical effort.
Some of the best safety products are built into the gun itself. For instance this Charter Undercover .38 special has a special hammer setup that prevents it from hitting the firing pin unless the trigger is pulled back. That means it shouldn't go off if you drop it, and you shouldn't be able to fire it with a good trigger lock on it.
For ammo, I liked the Speer hollowpoints. They had a higher mass than the others on the shelf, and the design should stop them from traveling through the target or through walls.
http://www.speer-ammo.com/ballistics/detail.aspx?loadNo=23720
Master lock had some decent trigger locks that actually used a key and had a full metal design.
http://www.masterlock.com/cgi-bin/product_detail.pl?dir=/cgi-bin/style_search.pl?style_id=A5&sub_style_id=B53&displaynav=&sub_cat_id=D90&template=style
A good case was hard to find at the local stores. Most of the good metal ones started at $150. Some of the cheaper cases at around $50 had a solid construction, but the built in lock had the same key as every other case of that type.
The underlying theme throughout my shopping experience was that you can't really rely on the store clerks opinion, you need to check out each component for yourself, and you get what you pay for.
