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

I have 5 weeks left on my current insurance and I am comparing options. There are 5 people counting on me, so I am trying to be careful. I do not want a gap in coverage. What did you choose and how was the process?

Thanks for writing this out. I went through something close to it 13 months ago, and it got easier once I kept a simple log of every call and form.