Hello!

I started playing today after seeing the game on Kongregate, and quickly played through the easy levels. Eventually also cleared the Crazy Challenge after a few hours and some luck (at least I assume, can't see behind fog)

So... Insane Challenge, obviously not supposed to be easy, I've read up as much as possible, but I keep getting ass-kicked. I'll give you a to me normal scenario.

I obviously get the 3 first bonuses asap (2-3 turns). I then expand to the Middle East, East China and East Africa next, followed by West China, Caucasus and South Africa and more or less simultanously West and East US. Before I interfere with the AI I also end up controlling Central Russia, almost all of West Russia, most of Europe, West Africa (naturally) and parts of Canada.

What happens now is I usually meet quite heavy resistance in Scandinavia, slightly stalling my progress in Canada. Eventually, when Ive captured Europe, West Russia, and possibly Scandinavia, I tend to get overrun from every direction at once. I forgot to mention, but of course I keep an eye on Svalbard S, usually abandoning 25 or so when necessary (around turn 12 or so).

I usually need my forces to break through Scandinavia, and when I've massacred the whole place, South America, Canada, West US (from Hawaii), East US, Central America, Central Africa, eventually South Africa depending on the abandon, India, and also both Chinas, from Japan.

My forces are simply not enough, should I aim to block off choke points such as Anadyr N quicker, or is there any other major fault I'm making? Because despite trying for several hours (I know this is not a lot compared to a lot of others) I haven't even gotten close, my best income so far has been in the 70's area, but it's all down hill from there...

Any tips are welcomed, I've read up quite a bit already, but it seems it's not enough!

There already are numerous threads on insane, try searching for them via google with site:warlight.net as a parameter, since the forum is missing a search option. There also is a 27 turn walkthrough on youtube which you should study thoroughly.
I made a couple hundred attempts myself but could only beat it 4 times. Once you get 80-90 armies income around turn 10-12 iirc you have a good chance. Also depends a lot on how the AI block eachother from completing their bonuses. Knowing that the AI will almost always try to complete one bonus first before attacking the next might be helpful too.

I've Ctrl+F searched the first 10 pages or so, and I've read up on everything I've found. I also googled, that's how I ended up on this page in the first place.

About the AI completing bonuses tip, thanks a lot! Such pointers are great.

I've only very briefly looked through walkthroughs, might put some time into that, wish there was a slower play-button on youtube...

About 80-90 income in turn 10-12, is that even possible? I usually start losing ground around turn 13-14, and then I'm usually on 70 income or so.

Obviously it involves a lot of luck considering how AI play vs each other, talking of which, I noticed a strange behaviour where one AI captures a neutral zone/spot/whatever you guys call it, and another comes to capture the very same zone in the same turn. Then the 2nd AI will essentially attack the 1st AI instead of supporting him, according to my observations. I suppose this is rather logical, and just a simple confirmation would be sufficient.

To learn more about how the AI expands I suggest you start a custom game on the insane challenge template and turn off the fog. Of course, should you actually win then it would not count, but you get a better idea on when to expect which AI where.
You cannot block the AI, at least not all of them. Instead, with the ones in Australia N and South America N/Canada S and even East Russia N if he beat you to it you can play "catch me if you can" almost endlessly. Just make sure they don't complete those bonuses. Always better to avoid direct confrontations if you can deny the AI a bonus elsewhere, even if you would make a net gain in armies. Sometimes you have to sacrifice a bonus of yours, let the huge AI stack move through, make sure it doesn't spread too much and then simply clean up afterwards with attacks of 2s.

I see, the "catch me if you can"-game might indeed work if the AI works as you previously stated, something I haven't really put a thought in before. So a basic moving pattern for me would be sneaking around in the edges of a bonus he's trying to complete, snatching easy areas to make sure he doesn't get it, and he is highly unlikely to attack my other bonuses?

Because the issue I've been having is I've basicly been attacked on 10+ territories at once essentially making it impossible to defend.

I just gave it another try and beat it in 27 turns, whohoo :-)
I saved the game afterwards, so I can give you some screenshots of how I did it if you like.
Basically I had a lucky start, had 81 income after turn 11 and used the spare armies to destroy bonuses in north america S, while completing the northern hemisphere by turn 18. Around turn 22 I had control of both Americas of the south as well, and could play it down from there.

https://plus.google.com/u/0/photos/109276020745067099792/albums/5662571174135125761/5662571194521911378?hl=de

Wow, that's a completely different expansion pattern than I used the one time I beat Insane.

1 year and six months after finding the game, luxis is the best in it, congrats to luxis on ladder #1

lol, congrats indeed