There are many web sites devoted to this & I attached one that I haven't read yet, but it look informative:
http://www.ask.com/bar?q=Safe+rooms&pag ... erooms.htm
Another interesting site: http://www.armorco.com/shop/custom.asp?recid=12
You can obviously spend practically nothing (as in the reprint below from another thread) to "The Sky's the limit" for such protection. (keep in mind you'll only be in there long enough to wait for the cops to arrive after your 911 call......2 hours tops!!
I personally have seen make-shift heavy barricades hinged to the walls that can be quickly closed to block-off hallways with firing slits cut into them for defensive firing station behind them. (typically used as a very cheap but effective way for drug dealers to fortify their apartment against rival drug gang attacks) If you are REAL paranoid

(if you wanted to spend a bit more $$$, buy a proper sized pre-hung door, attach a 1/4" sheet of steel/iron (or lighter Kevlar panel) to the back &....VOILA!!....For a homeowner (with a "decor concerned" wife...Build a fortified Pocket Door that will just disappear when not in use!!