Mine is in the headboard in the drawer with the sliding door. I have kids, so while it's not locked up, the door makes enough noise to wake the dead when it's opened. Also, my Irish wolfhound has a spaz attack whenever someone comes in the room. Awesome. My wife's is in the same place except over on her side.
And the pistol grip pump is on top of the headboard. Comes out of the safe at night and ALWAYS goes right back in as soon as we get out of bed.