Health insurance gap after a layoff after 12 years as a store manager

My employer coverage ended at the end of the month and I am trying to work out what to do as a store manager. This is my first time dealing with any of this. The COBRA notice arrived with a very high price. What did you choose and how was the process?

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.