Shop around for other insurance quotes. However, be weary of the following.
When I have shopped around for cheaper insurance, I have found that all too often (about 90% of the time) I am quoted lower rates for less insurance. By this I mean, I request a quote with $250 deductibles, but get a quote with $500 or even $1000 deductibles. Or the policy limits are 1/2 of what I requested. It doesn't seem to matter if I request the quote through a mailing, or through a website. I guess they are all hopeful that I would just look at the lower rate, and not notice that they changed things like the deductibles and the policy limits from what I specified.
Many times the insurance company will run a credit check on you. This gets recorded by the credit bureaus just as if you went for a loan. Request 10 such insurance quotes, get "dinged" on your credit score as if you just applied for 10 loans. Not very fair, in my opinion, but be careful. When you actually go for that big car loan, they might not like the recent "loan spree", and resulting lower FICO score, on your credit report.