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

My family's coverage ended with the layoff and we have a prescription we cannot skip. Any experience at all would help. 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.

Compare the monthly price with the deductible. A cheap plan with a huge deductible can cost more if you need care.