In today's economy, it's important to have insurance that's not tied to your employer. Losing your job is hard, especially since you aren't only losing your paycheck – you're also losing the benefits your employer offers. This can include your 401k, pension and insurance coverage.
If you buy a policy directly through a life insurance agency or company, it is considered "portable" and is yours regardless of who you work for. Buying your own life insurance coverage is the best way to ensure that you will be protected, no matter what happens to your job.
Talk to your insurance professional about what type of coverage is right for your situation.