We have a place where we keep the hunting gear on metal shelves, hers and mine, and a walk in gun vault and some loading stuff, but its not nearly a cave.
I enjoy our house the most. Just go in the other room to load ammo, get a gun, or pack for another hunt etc...
Probalby doesn't hurt that its somewhat hidden entrances to it, and would take a bit of thinking to figure out the small place is there at all for a lot of folks... the thieving kinds....