Losing employer insurance, where should I look? - any advice?

My employer coverage ended at the end of the month and I am trying to work out what to do as an insurance claims processor. I have read a lot of threads here and could not find my exact situation. 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.