Ask about their system for handling claims. Hopefully you will never have a claim, but if you do, you don't want it to be a hassle. You will learn a lot about the specific insurance problem you are trying to solve. Then, being aware of those biases, you can determine which, if any, of the proposals best fits your needs. In general the cost is lower buying direct, the service is best at the independents and the company agents are in the middle.
Independents work with a number of companies.
They can analyze your specific insurance needs and tailor make a package for you by matching you up with the best policy regardless of the company. If you have unusual insurance needs their service is very important. Company agents work with a specific large name company. If you are an ordinary buyer of insurance nearly all these big companies have policies that fit your needs. Companies who sell direct are cutting out the expense of paying agents to sell you insurance.