Have had an individual HDHP since HSAs first came out a number of years ago.
My first 'claim' was when I had a little head pains from really loosing my temper for the 2nd time in my life (family issues...sigh
). Went to my primary care physician about 2 days later, who figured it was nothing, but recommended I get an mRI just to be safe. She suggested a local hospital.
I then asked her how much it would cost, or if there were cheaper places around (since I had never had a medical procedure before, and had no idea what kind of cost ranges there were for an mRI). She looked at me like I just asked her who won Wimbledon in 1973 ("well why the hell should I care?")
After I reminded her that I had a HDHP and that I would be paying for it out of pocket, she still didn't really care if that may have been the best/most cost-effective place. It's not like I still had throbbing pains in my head -it was just really a one-time thing that went away after a few minutes, so it was just a safety check and wasn't an emergency.
I double checked my plan and the hospital was "in network", but still worried about the stories of "I went in for a procedure, and it turned out Dr. X and nurse Y were in network, but the anesthesiologist/radiologist/et. al. turned out to be out-of-network, etc.".
Ended up being all in-network. "List price" for the mRI was $3,300, but my network/plan price was $1,100. They still run everything through insurance before you get the bill (because at the time of service, they don't know and don't care what your deductible is, just what your co-pay is)...so I didn't have to pay for anything until they billed me at the network rate a few weeks later.
So, bottom line is, it (should) work just like any other insurance plan, low deductible or high - give them your card at time of service, they bill it to your plan, you get the EOB from your insurance company 3 weeks later, and a bill from the provider a few weeks after that.
Since you cover the first $X for the HDHP, it's a good idea to know ahead of time which ERs in the area are in your network, just in case. It's true that any emergency room is "in network" in true life-is-on-the-line situations, but some times an ER visit isn't for truly life critical trips, so just an extra 2-3 minutes could mean the difference between a $2,000 bill and a $8,000 bill.