The cheapest van to insure is a Reliant Robin van but you might have a job finding one of those! But seriously, try something that is car-sized, such as a Kangoo or the Citroen equivalent. These will be cheaper than larger transits as Insurance companies view them as less of a target.
You might also get a good price for your insurance on something like a Ducato or Partner at http://www.vaninsured.com - they've got a cheapest price or money back promise so may be worth a try