By buying gold, do you mean buying Gold Futures contracts ?
I shall be better placed to advice you if you can elaborate on your question.
In that case, I would, in that case suggest you to consider common vaults and this is safest and relatively cheaper and the contents are also insured. Other option can be a home-safes. The following link will help you http://moneypress.org.uk/gold/physical-gold-storage-options/
I am sure this would help...