I've always found for me Direct Line to be the cheapest. But it all depends on many factors such as postcode, age etc...
I did a bit of messing around with insurance quotes the other day for a larf and a 335i came out about £270 too - and this was less than a 330d
I think an M3 was around £380 but needed a tracker to be fitted with DL.
If you do a search on e90post
you find a few people who use LV. IIRC, most people say they are pretty good on the whole.