Okay, if it's limited to actual cars that exist in real life, and it has to be something that at least technically counts as a car, then I'll go with "The Beast". You know, Obama's indestructible super-limo.
If the "exists in real life" clause doesn't apply, I want the time-travelling DeLorean from Back To The Future.
If "technically counts as a car" doesn't apply, I want either a Caterpillar 797 or an Israeli Merkava.
All of those are ignoring fuel and maintenance costs, because those costs would be insane for any of those things.
As for insurance, I don't think I need to care except for the time machine, and it's difficult to collect on your insurance policy 50 years before the insurance company exists so that doesn't matter.