Losing employer insurance, where should I look?

My employer coverage ended at the end of the month and I am trying to work out what to do as a line cook. I am in Jacksonville, in case local advice matters. The COBRA notice arrived with a very high price. Is there help filling out the forms?

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.