I wish I was in the mindset to shop... I've had my agent for 15 years now. He always shops for me and seems to get decent rates. He also deals with my company insurances.
I always joke around with him and tell him he's a dirty crook
The good side for me is that I trust him, he always answers his phone and returns calls and he explains the policies to me including the fine print. I've called plenty of times when he was on the road and he can recite my policies to me if I have questions that need answered asap.
I don't know about other states but here in Pa, if you get an outside quote here's some of the hassles:
*you have to submit you're information for the quote like address, SS# etc...
*notification gets sent to Penn Dot that you may have changed your insurance. then you have to go through the ringer to submit to the nimrods at DOT that you still carry insurance. Its a real pain. I've never went through that but my wife used to work their so I've heard all the horror stories.