It's very much a captive market. I've shopped around in the past - if you use the right firms, you can get more than one quote.
Last time I did it, I was quoted £2,700, £2,200 and £1,500 for the same aircraft - and in that order. We're still with the £1,500 one, but it's up to £2,000 now.
If you call three different insurers that use the same underwriter, then you will get the angry response.
Basically, the best advice is to use one of the big firms (the little ones don't seem to be able to compete, in my experience). Some of the big ones that used to advertise in the flying mags have stopped doing aviation insurance.
Ask some locals at your airfield: there may be a "local deal" with one of the firms that will save you 10% or so.