Elephant/Admiral cover up to Stage 3. I think quite a few people on here are insured with them. They don't like Stage 4 onwards though as that involves uprated fuel injectors.
I've just taken out a policy with A-Plan (I'm Stage 4.25) who were by far the cheapest for me. They've also stated that any cosmetic mods that don't add value to the car won't increase the premium. And I'm ok to go to Stage 5 if I wanted for a 10% increase in premium.