For insurance? It depends what type of insurance you're after.
Through teh business we deal with brokers (agents) because of the complexities and time needed to shop around individually.
For private matters like car, motorbike or home insurance that is usually done more directly, and use a service like gocompare.com to get multiple rates.
For a vehicle you need insurance to drive, ride or even park it on a public road - that must be in place beforehand.