I have both the Teg and S2000 and can tell you the S2000 is WAAAAY more fun to drive. I still love the Integra, but the S2000 is like driving the worlds biggest go-kart. The handling is so much fun that you just want to drive the twisties until you run out of gas.

As for insurance, the coverage on my S2000 is barely more than on either of the Integras, so it should not be that bad (depending on your driving record).