COBRA costs more than my rent, what did you do? - any advice?

I was offered COBRA and the monthly cost is more than I expected as an accountant. I have read a lot of threads here and could not find my exact situation. I saw that marketplace plans might cost less. Is the decision time really that tight?

Thanks for writing this out. I went through something close to it last year, and it settled down once I kept a simple log of every call and form.