Losing employer insurance, where should I look?

My family's coverage ended with the layoff and we have a prescription we cannot skip. I have been trying to stay organised about it. 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.