From what i can remember the only obvious differences between the two models are the following:
1) Rear Privacy Glass, (Rear windows tinted)
2) Rear Spoiler
3) Pedals slightly different in design
Im not sure there is a difference in the steering wheel as earlier stated thou, but i might be wrong??
As for mpg i normally average about 30 (IS200 Sport)
Cant see why your insurance company would punish you by opting for the Sport model instead of the SE ... Try one of these if your insurance is up for renewal
Endsleigh Insurance,
More Th>n,
Elephant
Happy motoring