How do I buy an insurance plan? Must I always use a financial consultant? Is it possible to cut out this middleman?

Yes you may purchase certain types of insurance online. Insurers do offer some products under 'direct' insurance but do not that there are certain limits to the sum assured available.

For products like ILPs, you need to go through an agent.

Whatever you do, think of the long term. Yes, it may be cheaper to bypass an agent to get the plans yourself but have you thought about the process of claiming the policies when needed? Will you be able to do that yourself if all the worst case scenarios come at you? At that point you may ask 'why didnt I pay more to get it settled for me?'

We all know the insurance industry has been tainted by some black sheeps but there will always be good ones who truly want to help and not purely eyeing your premiums. Be open to them but do your own research before getting it.