Just wanted to thank everyone who recommended using a broker to buy the insurance. I found someone local who was very helpful in answering any questions that I had, and who helped reassure me that one of the lower cost policies actually makes good sense for me since I'm in good health and still fairly young. As of Oct 1, I'll be off COBRA and on an individual policy from Horizon Blue Cross Blue Shield. Thanks, everyone!
(retired 2009, age 48)