Online Life Insurance

How do you buy your life insurance? Do you go to the various agencies and check out what they have and the prices? Or do you check out online life insurance? I feel I can save myself a great deal of stress, time, gas and money too by shopping around on the Internet for a good life insurance. I can find out which kind will suit me best and even work best with my budget. Don't you think that is a good idea? Anything that saves us time and money today is worth a great deal.