Depending on the size of the company you are leaving you may be entitled to up to 18 months of continued coverage with a Cobra plan. It is usually quite a bit more than you were previously paying, but it allows you some time to look for insurance.

I don't know much about it, but the new state exchanges created by the Affordable Care Act may be worth checking out if you are going to have a limited income. healthcare.gov.

You can also find some health plans and coverage options online through at sites specially designed for self-employed professionals such as StartupInsurance.com and HealthAviator.com.