[tptacek]

COBRA is not a great answer. The better your benefits were on the job, the worse a deal COBRA will be for you; you'll be paying the employer's costs as well as your own. COBRA also has a time limit, which isn't a great property for an insurance plan.

As I understand it, you can in fact file a special enrollment with HEALTHCARE.GOV if you've recently lost your insurance. That's probably going to be a much better option.

Consider signing up for a "bronze" plan --- the cheapest available with a provider network you like --- and setting up an HSA. High-deductible insurance and an HSA is probably always a better deal than premium insurance: you take the money you'd plow into higher premiums and stick it in the HSA, which rolls over year over year. If you don't, say, lose your appendix this year, you get free money.