A combo starts building as you get attacks in without taking damage yourself. You can get this a lot of ways. The best way is to use an ultra power which you will get late on in the game. Then you can replay challenges that have many enemies. The best challenge to get this on is challenge 9 which is given by Quicksilver in Mission 4. Build up your power and then use it when there are lots of enemies. Great is the first you will get, and Insane is the 5th (but not last) combo you will get.
Example Character: Aimi
Use Shadow Phase. Press to swoop a group of enemies. Keep doing so and you'll easily get an Insane combo. You cannot be damaged in this state. Remember to have it upgraded to max so that you can fly around for 45 seconds.
The combos are listed below: