What I've tried
I've added an imagefield to my content type. In Create node, I upload an image, and a Style box appears with "Automatic" and pre-defined imagecache options. If I select Automatic and click the Insert button, my image appears in CKeditor. If I select one of the imagecache/lightbox options and click Insert, nothing happens.
I'm running: Drupal 6.35, CKeditor 1.15 (with CK editor 4.3.4), Insert 1.2, ImageField 3.11, imagecache 2.0-rc1, Lightbox 1.11.