I researched this recently, as I am also looking to purchase one soon. So far, I am going with Console Vault w/Key. Just waiting to see if they have a sale soon, best I could find is 10% off using JT10 ( i think ).
I want one with a key. Yes, you will have to have it with you, but you will more than likely have your car key with you, so I plan on having it on there when something is locked up. I have read reviews where others had theirs broken into, and all they did was put a channel lock on the combo lock or keypad and broke it off. With the key, there really isn't much to grab onto to yank it off.
I already experienced one vehicle break-in while traveling, in a busy Cracker Barrel parking lot. They took my backpack with an empty gun safe, my favorite t-shirts, medication, and prescription sunglasses. Luckily, I had my pistol and spare magazine on me.
An alternative... You can get a Vaultek lifepod and anchor it to the back of the second row seats using the child safety seat anchor and fold the third row seats down and stuff it back there. During a smash and grab, they can't reach back there and if they manage to do so, they will have to cut the steel wire. It's just a pain to go back there and put your pistol in there and secure it.