Standard for standard, the FD2 is more of a driver's car, lighter, more powerful, faster, stiffer chassis and more focussed than the FN2. However, a few modifications will get an FN2 reasonably close performance wise. Also, the FN2 is arguably a nicer place to sit and benefits from being very practical thanks to it's enormous load lugging capacity - although the FD2 does have 4 doors (useful if there are more than 2 people in the car regularly). And while the suspension on the FN2 isn't the best, the FD2 is even harsher as standard, so be prepared to spend little to get that sorted (there are some excellent low-cost ways of doing this).
Yes, insurance will be more and that's partly because it's an import
Keep an eye on the FD2 Owners forum. Even if there are none for sale there, the members may well know about the history of a car for sale elsewhere simply because there are so few FD2s around.
Overall, I love my FD2 and so do most other owners. If you go for one, you are unlikely to be disappointed. You will also enjoy that fact that being so rare, very few other drivers on the road know what they are. This means you a) get the satisfaction of driving something very different and b) can slip under the radar, which means very little unwanted attention from plod/other road users