I saved a small fortune on my car insurance by choosing to go with direct auto insurance. That is when you deal directly with the big provider of the insurance instead of going through an agent or middleman. Even the big companies will sell through intermediate insurance sellers. Your local agent may offer a deal on insurance from a big brand provider, but he will still collect a portion or fee from the provider due to selling you the policy.
Depending on who you are getting insurance from, the savings may be significant enough for you to consider not dealing with an agent or other intermediate source. However, at other times, you may actually save a little more.