Is COBRA worth it after a layoff?

I was offered COBRA and the monthly cost is more than I expected as a hotel front-desk agent. 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 14 months ago, and it got easier once I kept a simple log of every call and form.