COBRA quote is huge, any alternatives?

I was offered COBRA and the monthly cost is more than I expected as a web developer. There are 4 people counting on me, so I am trying to be careful. I saw that marketplace plans might cost less. Did anyone switch mid-year?

Thanks for writing this out. I went through something close to it 7 months ago, and it settled down once I kept a simple log of every call and form.