There are a variety of methods when it comes to getting auto insurance quotes, and many of them are good options. To decide which is best for you, you need to get an idea of what's out there. You could do all this work on your own, but it can be overwhelming, and there are other options available.
Some people want to take care of things face to face, or at least over the phone. In this case, you can contact insurance agencies yourself to get quotes from them. Keep in mind, though, that it will take a while for you to get even one quote while you could be getting several in the same amount of time.
One way to save time in that way is to take advantage of the internet. Online, you can find several websites that will get you several different quotes at once. All you need to do is provide your details, and the agent you work with will get your results from others like them to provide rates on what you need.
In doing this, you're giving work to others that would normally have taken you a lot of time. Also, in having to go through companies one at a time, you might find that you forgot one - that happened to have the best deals available. This way, you can compare and know you'll find the lowest price.
That's not to say there isn't anything wrong with this choice. If you're especially concerned about your privacy, it might not be worth it for you. The company will have to look at various aspects of your vehicle and personal history. The process is very safe, but still makes some people uncomfortable.
If neither calling a major company nor working online appeals to you, there's one last option in working with an independent agent. These people do much the same work as those online, but they'll also try to negotiate good rates. It's the best of both world - speed and multiple quotes, but also the ability to speak to real people.