The insurance on any of them is tough. But it's not like the insurance on the e36 or e36/7 roadster is good, either.
I love the e30, it's just not the right vehicle for me as my main car. I had been entertaining some e30 m3 offers.
I love the M Coupe and M Roadster... even though they have the old(er) (let's face it, the e36 is old balls by now anyways) suspension, it's still good.
I'm actually leaning towards the M Coupe/Roadster