Having the same instructor is very important especially for PVT training. As others have mentioned everyone teaches a little differently, likewise every student learns a little differently. It takes me about 2-3 flights with someone before I know how to most effectively go about teaching them.

As far as insulting the instructor by flying with someone else, that depends on the situation?
1. If you are unhappy with your instructor, talk to the chief instructor and request a different instructor. The school would much rather you fly with a different instructor than to lose your buisness. If your instructor has a problem with that, its not your problem he is being unprofessional.

2. If you want to fly with others just to get their perspective, great! Just be upfront about it to avoid bruising egos. Again if he has a problem with that he's being unprofessional.

3. If you are having a hard time learning something and your instructor hasn't suggested you flying 1-2 times with another instructor (sometimes a more seasoned instructor)....suggest it. Sometimes having someone else explain the exact samething in a different way makes all the difference.