Health coverage after losing my job: marketplace or Medicaid?

I have 5 weeks left on my current insurance and I am comparing options. I do not usually post, so bear with me. The COBRA notice arrived with a very high price. What did you choose and how was the process?

Losing job-based coverage usually opens a special enrolment window, so check the deadline on the official marketplace site. I missed it by a day once and regretted it.