We recently had to renew our car insurance. Our existing insurers had upped our quote from last year by nearly £300 a year, despite an additional year of no-claims being added on, so we shopped about.
Having visited a couple of the price comparison sites and finding that actually, fully comp now works out cheaper than third party fire and theft, I had a look at the individual insurers sites and went to a couple that werent listed on the comparison sites. LV were the best, whilst we had to find the money to pay a deposit up front, their quote was pretty much equivalent to what we had been paying per month last year, and only over 9 months instead of the 11 we had been paying. So the deposit we paid equates to the other two months, and we will be finished up paying it 2 months early, which is absolutely fine by us.
I wholeheartedly suggest doing this. Price comparison sites might save you some money, but the insurers will still be paying them commission, which you will end up paying in your policy one way or another - going direct to the insurers does take a bit longer but can save you a lot.