When I did Insanity, I did it as it's calendar laid it out--which had no weight lifting. I did get the bonus/deluxe set that has the upper body strength workout--which I LOVE. During the second month I substituted that workout for the repeat workout (one of the workouts is always done twice each week of the whole program--it's a different workout every week tho).
In the end I did not like doing it that way--I like strength work and wanted more of it. Now I just use Insanity for some of my cardio workouts and do strength workouts (usually Cathe) 3-4 times a week.