How to insert data into a table only when data has changed its value (when compared to the previous inserted value)

I wish to insert data into a table only when the value of the inserted data has changed. Thus, in a time series, if the value of the data at time, t-1, is 206 then if the data to be inserted at time t is 206, then it is skipped (not entered).
If the value of the data at time t+1 is 206, it is skipped also; until the value changes, so if the value at t+1 was 205, then that would be inserted, and if at time t+2 the data is 206, it would be inserted too.
What is the best way to do it without increasing overheads?

This view works:
SELECT
i.IDNO,i.[Date],i.[Level]
FROM
mytable i
INNER
JOIN mytable
d
ON
d.IDNO
= i.IDNO-1
WHERE
i.[Level]
<> d.[Level]
on this mytable below.  A trigger could be quite useful here although I am cautious using them. However I wish to avoid the overhead by not having a temp table (which could be sizable).  mytable below
should give 3 lines. The IDNO is an identity column.
IDNO
Item
Date
Level
1
X24
12/23/13 10:41
22996
2
X24
12/23/13 10:41
22996
3
X24
12/23/13 9:21
23256
4
X24
12/23/13 9:21
23256
5
X24
12/23/13 9:22
23256
6
X24
12/23/13 9:22
23256
7
X24
12/23/13 9:22
22916

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