I think it makes sense to switch at the beginning of the year only where you have used up a substantial part of your deductible and have ongoing health issues. If you are in good health and your health care costs are minimal so far this year, then I would jump sooner rather than later as the premiums savings which are a sure thing would exceed any "lost" deductible which may or may not happen, but you'll need to assess your own situation.
Even if you signed up now due to changes in circumstances you would still have access to buy the same plans and pricing for 2015, so that's not really a good reason.
As I recall, COBRA sort of gives you an option for health insurance in that you have a certain period of time to decide and also a certain period of time to pay the premium. If one wanted to I think you can get essentially "free" coverage by signing up, delaying payment and then putting an individual policy in place prior to the date you need to pay. IOW, if you get sick you write out a check for the premium and have coverage and if you don't get sick you ignore the bill and had an option for coverage for that period. While I don't advocate doing that and didn't do it myself, if I had retired late in the year i might have played the game to avoid the inconvenience of buying an individual policy for just a couple months.