Oracle SQL: Use sequence in insert with Select Statement

Assuming that you want to group the data before you generate the key with the sequence, it sounds like you want something like

INSERT INTO HISTORICAL_CAR_STATS (
    HISTORICAL_CAR_STATS_ID, 
    YEAR,
    MONTH, 
    MAKE,
    MODEL,
    REGION,
    AVG_MSRP,
    CNT) 
SELECT MY_SEQ.nextval,
       year,
       month,
       make,
       model,
       region,
       avg_msrp,
       cnt
  FROM (SELECT '2010' year,
               '12' month,
               'ALL' make,
               'ALL' model,
               REGION,
               sum(AVG_MSRP*COUNT)/sum(COUNT) avg_msrp,
               sum(cnt) cnt
          FROM HISTORICAL_CAR_STATS
         WHERE YEAR = '2010' 
           AND MONTH = '12'
           AND MAKE != 'ALL' 
         GROUP BY REGION)