Some advice on Insanity.
First & foremost: Get a heart rate monitor. Continuous monitors are best -- these usually have a chest strap that connects wirelessly to a watch or to a smartphone. I used a Wahoo Fitness BlueHR strap and the iCardio app on my iPhone 4S. This uses Bluetooth 4.0 and the app has some really great tracking features.
Next: Calculate your target heart rate zones. There are a lot of tools for this. Your tracking app might have one built-in, otherwise you can search the web.
Insanity is not "just" cardio. It's all about "Max Interval Training". The idea is that you work out in your anaerobic or max effort zones for a period of time, and then "recover" usually to your aerobic zone, and repeat. The Insanity workouts are structured to build up your heart rate through the warmup, then go through several intervals (max/recover, max/recover, etc), followed by a cooldown. To get the most benefit you really want to be in the correct heart rate zones, and a continuous heart rate monitor is the best way to do this because you can always glance over at where you are and see it going up & down as you change your level of effort.
If you're not in or near your max effort zone during the interval, you're not pushing hard enough and you're not going to get full benefit out of it. Note that this doesn't necessarily mean you'll be keeping up with the folks in the video, but that's not important. What's important is managing YOUR heartrate. As you go through the program you'll find your stamina improving and you'll be able to work with more intensity during the intervals.
Next, shoes. Insanity includes a lot of high-impact plyometrics (aka jump training) and lots of lateral moves. The shoes you choose need to have good cushioning and good lateral support. When I did Insanity, I used Nike FreeRunner + shoes, which are extremely light and have excellent cushioning but poor lateral support. This was not a good situation. I later did Asylum, and while that's a VERY different beast from Insanity, I bought better shoes -- Rebook CrossFlex Nano 2.0's. Again these are light, excellent cushioning and have great lateral support. A much better shoe for Insanity. You should look more at cross training shoes and less at running shoes.
Next, form is more important than speed. Don't worry about keeping up with the video. Try to keep your form as clean as possible. If you find yourself getting sloppy because you're tired, slow down a bit. It's easy to injure yourself with some of these moves if you're not doing them correctly. I got a minor ankle injury doing switch kicks because I got sloppy & backed into a sofa. Focusing on my form & slowing down a bit would have prevented this. I had to work out with my ankle wrapped for about 6 weeks after that.
And the last bit of advice: Don't push pause. Between the warm-up and cool-down, you're supposed to go continuously with only the breaks Shaun T gives you (which are very brief). If it's too hard, you need to slow down a bit. But don't pause the video. The reason this is important is because if you take too long a break, you'll recover too much and you'll lose the benefit of the interval training. Note that this only applies to Insanity. Don't feel bad about pressing pause in P90X, X2, or even Asylum. None of those are based on Interval training.
