First, define what you really want: Is it a room to act as a safe (vault), or a "safe room" that you will store stuff in, and be ready for you to shelter in, when needed?
There's a huge difference.
If it's a vault, then the primary purpose is to protect things, and the thinking has to revolve around that. If it's guns, you need a dehumidifier (preferably one that drains outside the room), and power, and security for the contents.
If it's a safe room, you have to decide what threat you're retreating from. If it's weather, your occupancy time will be 1 hour or so, tops (unless your house collapses on you - think tornado). If it's civil unrest, or NBC issues, your time in the room will be greatly increased. Then, you need food, water, filtered ventilation, sanitary facilities, auxiliary lighting, bedding, etc.
In one respect, this is like buying a vehicle - you have to decide its primary purpose, before you can decide on a car. A construction worker that has a job box to lug around has different needs than a 40-mile-each-way commuter, or a family of six.
Also, chalk out the dimensions of the room; if it's the exterior, chalk another line 8 inches in (or what ever the thickness of the wall material will be). Then, if you're planning on shelving, figure the depth of those, and chalk in from there. Decide what else is permanently going to live there, and dedicate the floor space for that.
Now....hang blankets from the ceiling to make "walls" at the furthest-in points that you've laid out. Go in, and see how much room you actually have.
Not trying to be a kill-joy, but space vanishes a lot more rapidly that many think, and if you're planning on bugging in to this, this needs to be addressed, IMO.
Keep us posted.