Insurance shouldn't be a problem - the most stolen Skylines are the R32/33/34s. Just make sure your insurance co has the car correctly categorised - mine somehow got lumped in with the earlier models until one of their staff noticed and sorted it out for me - saved a few hundred dollars!
Minor niggles - get the lower front control arm bushes checked out by someone who knows what they are - they tend to need replacing at around 120 - 150ks from what I've seen. Not the end of the world if they do need replacing, just don't let Nissan charge you $600 per side for the whole control arm when the bushing itself can be bought separately for about $100!
The other niggle I've heard about is the Bose stereo - the CD mech dies and as it is linked in with the climate control system this can be a bit of a problem. Best way to fix is change out the dash panels and fit an aftermarket 1 or 2 DIN system (sounds harder than it actually is)... Alternatively go for the base model which doesn't have the Bose system.
I see the 300 you are looking at has the in-dash screen. There is a Japanese to English conversion available for it - check out the Skylines Australia forums for more details, there are a couple of guys in NZ who can do this for you for small fee.
If you want a towbar either buy one with it already fitted or get the dealer to do it. They need a special trailer wiring interface box to run the lights and these are pricey. All up it cost me about $700.
It is an awesome drivers car - good choice to go with the 300 as I really wish my 250 had the 5sp auto! The 2.5L in the 250 is quick enough for me though - the 350GT must be a weapon!
Avoid the 350GT8 if you are looking at the top end of the range - has a quite cool CVT gearbox but unfortunately it is a bit of an orphan and if it goes bang then expect to pay a serious amount of money to get it fixed. They do only go bang if mistreated - but it needs special oil that is known as liquid gold...
I've driven the equivalent Maxima and didn't like it at all - nasty understeer and with the 3.5L engine they are very nose-heavy. Felt like I was driving the front of the car and the rest was just following along. Practical and popular though - but not a drivers car (in my opinion at least). The J31/32 Maximas are set up a lot softer than the earlier A32/33s.
Personally I find the Skyline to be quite practical - reasonable sized boot and an unusually large amount of space in the back if you are regularly carrying passengers. If you need anything more practical then check out the equiv year Stagea (M35) - it is basically a Skyline wagon with a different nose. Under the hood and internally it is identical to the V35.
Good luck with your hunt!