If time were to divuldge their sources then their field reporters would be killed for sure. Plus i think the insurgent interviews take place in a secret location that is used for just that occasion and nothing else. They give interviews because they want to use the media to send their messages, so they're willing to negotiate a time and place for that, and they know who they're dealing with.
The military could disguise intelligence agents as reporters and try the same thing hoping to ambush the interviewees, but that would probably lead to a backlash against civilian reporters in iraq. I'm sure whatever methods are the most effective for finding the insurgents are being used, but i bet the biggest dilemma is manpower shortages in the area. You can only divert so many people to finding insurgents while trying to keep the country from going into anarchy.