Add tag to db_insert?
There are the children classes of Query:


class DeleteQuery implements QueryConditionInterface
class InsertQuery
class MergeQuery implements QueryConditionInterface
class SelectQuery implements SelectQueryInterface
class TruncateQuery
class UpdateQuery implements QueryConditionInterface


Only SelectQuery implements addTag method. However, if you realyl are creating query object just there, you wouldn't need a tag anyway. Tags are only useful for hook_query_alter, and you shouldn't need to alter query you just created.



Your best options, as far as I know them, are:


Enable query log in your database
Devel module with it's query display