I asked a couple of weeks ag and insureandgo did the best deal for me. There are cheaper deals out there, but watch out for time limits of you holiday eg we are going on a 29 night cruise next year(32 days altogether), but loads of the online insurers will not deal with cruises over 21 days or holidays over 31 days.
don't just look for cheapness, check what you might actually want. High medical cover if you're going to the USA, for instance. Cover for bungee jumping, if that's your preference.
Would agree with jono that you need to see what they cover. I use Direct Travel as they cover me for horse riding and road running races on their normal premium. Have never had to claim, so can't comment on that side of things.
Try confused.com - enter your details once - gives you lots of companies quotes - pick the one that suits your needs best. Works for all types of insurance to.