Losing employer insurance, where should I look?

My employer coverage ended at the end of the month and I am trying to work out what to do as a web developer. This is my first time dealing with any of this. The COBRA notice arrived with a very high price. How fast did coverage start?

Keep everything in writing and save the confirmation numbers. It saved me later.

A free navigator at a community health centre walked me through my options. It took an hour and saved me a lot of guessing.