My favorite squad setup with my vanguard on insanity is Miranda and Samara.
With Miranda, her Cerberus Tactician buff in conjunction with the vanguard's Champion power gives you a lot more health, allowing you to survive longer while charging enemies. It also helps that Miranda can take down shields, armor, and barriers with her powers.
Samara basically handles crowd control, with Throw, Pull, and Reave. Samara also syngergizes with Miranda, because they can create warp explosions. Finally, Samara can wield assault rifles, so she can provide more long-range firepower.
Finally, with the Squad Cryo Ammo power, Miranda and Samara will be freezing enemies left and right, giving you more opportunities to charge in and pick off enemies, with Inferno Ammo further helping with crowd control.
A very powerful squad that really lets the vanguard do what he/she does best.
