As has been said, buy online. Dealers will at least double the price for GAP insurance.
Use common sense, look at how long the company has been established and who the underwriters are. Check reviews of company.
If you're planning on keeping the car, do the 4 year GAP, as thats the year when it will be most worthwhile having. Also consider the retained value of your car. If your car holds its value well, theres no point in paying for cover you dont need. eg 20k car new still being worth 10k in year 4, theres no point in having 20k GAP cover, you just need 10k.