Beyond sticker price, though, there are a number of additional factors that go into setting an insurance premium for an SUV (and all vehicles, really) such as:

The cost to repair it
The vehicle's safety record
The likelihood of it being stolen
The potential damage it can inflict

So, while SUVs generally are more expensive to insure than sedans, you may find that premiums will vary from model to model, depending on how the vehicle rates on these (and, potentially, other) factors. Therefore, it may be prudent to seek out an SUV that performs well on crash tests, and is less likely to be stolen.