Like the next AC said.. If someone wants good guns, it's easier to hit a police station, gun store, pawn shop, or the local national guard armory. Police stations can be rough, except the "office" stations, which are basically unmanned outside of normal business hours.
Gun stores are suppose to vault all their weapons after hours. When I've talked to some, they depend on their building security, considering the entire building to be the "vault", including the sales floor.
One gun store was shut down recently, and it made it *real* easy for the state police to empty it. They picked the lock on the front door, disabled the alarm, and moved all the weapons out in a U-Haul. Since they were cleaning the place out, they took their time, and took all the computers and records. It took about an hour.
If they're feeling ungraceful, a ram can give them access in seconds.
Me, being well armed as an individual, is nothing in comparison to any of the above mentioned facilities.
Still, some criminals are dumb. They'll hit a gas station for the cash in the drawer (frequently under $100), rather than the bank or check cashing store next door.