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

My employer coverage ended at the end of the month and I am trying to work out what to do as a procurement assistant. The COBRA notice arrived with a very high price. How fast did coverage start?

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.

Keep everything in writing and save the confirmation numbers. It made the follow-up calls so much easier.