Cobra is expensive, your best bet is to utilize the cobra election period for free coverage until you are forced to elect, then get on the Healthcare.gov insurance. If your income while you start the company is below thresholds, you will be eligible for substantial subsidies that will help make the coverage far cheaper. Your location may have a state exchange (CA) or you may have to use the federal exchange. You can also buy individual policies straight from a broker or carrier and those are mid priced options to the other two alternatives.