What is the best way to get cheap car insurance without losing coverage?

I've been trying to find ways to lower my car insurance costs, but I've noticed that prices are very different depending on where I look. I've looked at a few comparison sites, but I'm not always sure how much they really show. It seems like things like discounts or certain coverage details aren't always clear right away, especially when everything looks the same at first. It seems like I'm walking a tightrope between saving money and not being underinsured.

What do you usually do in this situation? Do you use comparison tools or look at each provider one at a time?