Losing employer insurance, where should I look? - what worked for you?

I have 5 weeks left on my current insurance and I am comparing options. I worked as a software tester before this. The COBRA notice arrived with a very high price.

Thanks for writing this out. I went through something close to it 12 months ago, and it settled down 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.