Buying an insurance policy from a Dealer comes with its pros and cons. Although the process of obtaining an insurance policy with the dealer is more convenient, the choices are limited.
The dealer would be having tie-up with only a few insurance companies. They might not be able to provide you with the coverage that you need.
If you buy from an insurance company, you can compare the various plans provided by them, customise it according to your need and even clinch a discount on the way.