I just finished my first full insanity run through (Well wasn't even a full run was just trying to get the achievement) and I discovered how people can lose people on the end mission! I wanted to see Legion's conversations so after Horizon I went and did Firewalker and random planet missions until Collector Ship spawned and then Derelict Reaper.
Worked great, except I was still recruiting people when the IFF was successfully installed. The only two loyal people I had were Kasumi and Zaeed of all people... so I ended up losing Kasumi (Non-loyal Miranda as leader) during tech expert, then lost Mordin to the bugs, Lost Jack and Miranda to the Reaper, and lost Tali during hold the line. So if you just burn through the game, you -are- going to lose people
On topic again, NG+ with my vanguard... way way way harder than just NG at Insanity. My Adept was able to do NG+ without -too- much difficulty though. Infiltrator had it easiest though, and I expect my soldier might not have to much trouble.
The biggest thing on Insanity to remember is that the AI will flank you a LOT more, and once your shields are down, STAY IN COVER!
I have heard there are reave builds that are heavy on health but I don't think I'd want to risk it on insanity personally. Now to find the 6 data points on Aite and I will have all the achievements...