Get a safe! It's not just cash and jewels that need to go in there, but your important paperwork.
Reason: Identity theft is the fastest growing crime in the US. What most people don't realize is that the greatest damage to you will be if the criminal gets access to your personal identification and financial records!!! A criminal can clone your identity and steal everything you have, up to and including selling your property. And a passport and your checkbook...kiss all that money good-bye.
Make sure the safe is bolted through the floor and cannot be carried out. If you are in a situation where you cannot use such measures (such as an apartment) then invest in a large, heavy duty filing cabinet with locks. Do NOT leave the keys nearby.