Losing employer insurance, where should I look? - 22 weeks in

I have 9 weeks left on my current insurance and I am comparing options. 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 got easier once I kept a simple log of every call and form.