If you have to pay extra for the insurance (road hazard, replacement, etc.), then you're not shopping around enough. The store will throw in the insurance at no extra cost if you negotiate with them.
I've bought all my tires for all my vehicles at the same place (same store, same manager) for the last 15 years or so. I walked in one day and told the manager I was going to buy the tires online an bring to him so he could mount and balance. From that day forward, he would price match anybody and include the road hazard and lifetime rotate/balance at no extra charge. The corporate theory is that if you come to the store, they'll find something to gig you for. Maybe you have a dead battery or broken TPMS or you need your oil changed or coolant changed or something. When you go these places, they always do a "free" check and give you a list of recommendations. Tire rotate and balance is easy for them, especially if you're there getting something else done.
And yes, I drive 40K miles per year and buy my tires at a national chain. The road hazard insurance has come in very handy on many occasions.
Duramax + Grand Design 5er + B & W Companion
SBGTF