I got a small size Union portable lock box from Harbor Freight for like $17. It has a little cable you can wrap about the metal under the passenger seat. I was just going to keep it under the seat, but I discovered it will just drop down into the console. The console lid will still shut because there is a little U shaped hole in the console.

Basically smash and grab level protection. If I had bolt cutters and a sturdy screwdriver I could probably clip the cable and be out of there and pry the box open. But its a lot better than the glove box to keep any valuables.

It is also "TSA compliant" so probably if you live in a state where you need to keep a firearm locked up, it might legally satisfy that requirement

 

I have one of those, too. I don't trust it, so I got a console vault. Just note that cheap and secure usually don't go together very well.