The one issue you may run into is whether the deductible will cost more than the windshield repair or replacement. Most auto insurers will waive the comprehensive insurance deductible for a windshield repair.
However, there are what’s called 'zero deductible' states. In this case, you will have to pay a deductible to use your insurance. This is currently only applied to Arizona, Kentucky, Florida, and South Carolina, but laws can change.
Comprehensive insurance deductibles can range from $250-$1000. If the cost of your windshield repair or replacement runs more than that, it might be worth paying out of pocket.