Windshield replacement covered by insurance comprehensive coverage. So, if you have such coverage, simply call the insurance, and get an appointment scheduled. You have to pay your deductible.
If the deductible is higher than $500 - shopping yourself might be a better idea. Because the cost of windshield is around $350-$400. Might need to call a few places and say “I need to replace windshield on my vehicle”.
For cars which have advanced safety features like lane departure warning, lane keep, adaptive cruise control, etc, the camera that is right behind the windshield needs to be re-calibrated. The calibration fee is around $200.
So, without insurance:
One of the shops (yellowstone glass) was able to give me a discount of 150 on the deductible amount. Thus, even though I had a 500 dollar deductible, I ended up paying 350 (They had quoted me 399 + 200 for windshield replacement + calibration).