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I just picked up my P85D last week and I've left it on Insane mode since I don't really have to worry about my mileage. I was curious to see how others use their Insane or Ludicrous options in their daily drives.
Unless self-control is a problem for you, there's no reason not to have it in Insane mode full-time... It will not necessarily use more energy unless you're accelerating harder than you would in Sport mode.
Insane and sport steering on since the day I'd picked mine up
i think there was one evening where I had to maximize range (torque sleep) so I was in sport
Insane always on, I tried Sport mode for highway drives but didn't notice much of a difference from Insane mode in highway drives so Insane is always on.