There are a couple of options for health insurance. If you have a spouse who has health insurance through their job, you can join their health insurance plan. If you want to go solo, I've had good success with using ehealthinsurance.com.
When I was laid off from a job a few years ago, I compared the COBRA price to ehealth, and I found COBRA to be priced about 4 times higher than if I chose a similar plan from ehealth. And, with the same brand insurer.