Losing employer insurance, where should I look? (Dallas)

My family's coverage ended with the layoff and we have a prescription we cannot skip. 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?

Thanks for writing this out. I went through something close to it last year, and it settled down once I kept a simple log of every call and form.