Medigap is regulated by the government so in nearly all cases Medigap plans are exactly the same. Other than a few exceptions of very little difference, any Plan J regardless of the company you buy from will have the same coverage as another Plan J.
So, most people shop by price. There are benefits to buying from a good name and quality salesman who goes the extra step for an overall good experience though I would always get as many quotes as you can to compare rates before deciding. Also, many companies prices change year to year so if company A is cheaper for you @ 66, it may no longer be the cheapest @ 67 in your case. With that said it's recommended to get new quotes each year to ensure you're saving as much money as possible.