I was scared of Insanity, too, but it isn't too bad. Don't get me wrong, it is one tough workout, but it is surprising that there really isn't a dread factor with it and you do find yourself improving quickly.
Things that I had to augment: For me, the warm-ups are not warm-ups in Insanity. I also workout first thing in the morning so I like a gentler start to my workouts and I have a left knee that is a bit dodgey - I think from all of the step work I used to do. So I do a Cathe warm-up before doing Insanity- I like the one from KPC - it is nice and long and really gets me warmed up, but I didn't have Shock cardio at the time. I think doing a warm-up from any of the HIIT or CCC would be perfect to do before Insanity.
If you have a tendency to get exercise induced migraines - beware this is a perfect workout to give you those migraines. When I first started doing the workouts I monitored my HR really closely and if I needed a bit more time to get it down to a reasonable number I took it.
The workouts are short. So even if you feel like you are dying, it is over quickly. You will be sweating and your heart rate will be up there.
What to expect - to get in much better cardio shape and to get a great endorphin high after the workouts!
Enjoy! and JUMP! (I love when Shaun T yells this - always gets me up and ready for the workout)