For an annual HPDE policy, check out WSIB:
http://www.wsibinsurance.com/online/de.shtml
I think the rates are 3.5% of the insured value for up to 10 events per year, and 4.0% up to 15 events per year. An event can have multiple days, but the count is per event. This is limited to HPDEs and does not cover open lapping or timed events.
BMW CCA endorses Lockton Affinity for single event HPDE insurance:
http://hpdeins.locktonaffinity.com/Default.aspx
Also, I am sure this thread will eventually get into the details of what is covered by your regular insurance. We discussed that topic in detail in several threads. Most major insurers have already added exclusion clauses for HPDEs in their policies, so check your insurance policy rather than assuming you are covered. If you are in doubt, initiate written correspondence with your insurance company. If they can't state that you are covered in writing, I would be careful.