Damn man... sorry to hear of your loss. I had mine stolen about a month ago and it was real rough driving around in my car without my empeg..
As for my insurance, i just faxed them the email receipt I got from sonicblue when i ordered the unit. They just cut me a check for what i paid for it. Granted you can't get an empeg at that price anymore (firesale).. but its better than nothing.
I agree though, I can't go back to CDs and luckily I was able to obtain a unit from a very kind member from this forum.
Good luck with your insurance and I hope you will be able to replace your lost unit real soon.
As for the rest of you that leave your empeg in the car, let this be another example.. don't ever leave it in the car...