COBRA quote is huge, any alternatives? - what worked for you?

I was offered COBRA and the monthly cost is more than I expected as a customer-service rep. This is my first time dealing with any of this. 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 14 months ago, and it settled down once I kept a simple log of every call and form.