I used to re-roll.
I have played my last two or three posted play-throughs without re-rolling, and it's been fine - you do not know what's just beyond your sight.
That said, my last play-throughs have been on Ridiculous, which is ridiculously easier than Insane. When I play on Insane again, if my house rules are restrictive enough, I will re-roll if the start location is completely unsuited to my self-imposed style.