What does the FTC say about the best way to shop for auto insurance?
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FTC has a neat page of 66 tips to save money as consumers. There is not a great deal of depth in their analysis but they did have one good(unique) idea for shopping for auto insurance.
They recommend contacting your state insurance department to get a list of typical prices charged by the different insurance companies that operate in the state. This would be a good place to begin your shopping.