I've been with GEICO for over a decade; I do check periodically with other insurances, and no one has been able to beat their rates in my case. Once you've been with any company for a while you end up getting a longevity discount as well, and that makes it that much cheaper. I've had claims too, and had to use their emergency roadside service (it's around $20 a year) and they've been super easy to deal with.
The best insurance for you may not be the same, but it never hurts to check to make sure you're getting the best deal. I used to do so about once a year, but the last couple of years, it's been more like every other year since they've consistently come in way cheaper for me.