Car insurance from a captive agent. Getting car insurance quotes through a “captive” agent once was the customary way to buy coverage. Captive agents work exclusively for a single insurance company and act as your main point of contact from the day you buy your policy. Large insurance companies, such as Allstate, Farmers and State Farm, A. If this is your first car and you don't already have car insurance, you'll need it before you drive the new car off the lot.In addition, if you're financing the vehicle, your lender will likely require you to have insurance at the time of the purchase.