I guess I'm lucky, I have a small excavating company so it's never been a problem moving them around. I've set a bunch of them over the years for people, I've set big ones down into new foundations, lowered them down steps, set them into walls and unloaded them from trucks. I just unloaded a big one purchased from an old business in Wheeling last weekend, used straps, picked it up with my skidloader and pushed it into the garage onto the concrete floor so they could move it. Most all of us have loarge safes purchased from old businesses that closed and had auctions. The newer ones really aren't that heavy compared to the ones we have.
If it's a really large one a rollback is the easiest to use, they can usually back right up to your door and slide the bed back to the opening and roll it right in on a couple of planks or plywood. If it has to go down a set of stairs into a basement then a small wrecker works well to let it down with the winch on some planks. The newer ones that weigh under 500 pounds can usually be handles with a few friends and some long straps and planks. If it's a lightweight one a heavy duty dolly will sometimes work well, if it's heavier then one of those platforms with 4 casters on it works well on concrete floors, some carpet scraps to slide it one helps also. What size did you get? How heavy is it?
Bigger is usually better, further away is always more fun but hitting what you are aiming at is soooo satisfying.