I've been writing out checks for my own health insurance since I was 19. I've had it worked in my budget since then, and it's in my projected RE budget. I've seen the tax laws change to allow the self employed to write off 100% of their premium, that was a big change. Now I just hope it changes to allow EVERYONE to deduct their premium weather self employed or not (including Early Retiree's) that would take a nice bite out of the tax load in retirement.
HSA's are deductible for everyone, I've had one since they became available, and a MSA before that. They work well, I plan on contributing the maximum each year, even into retirement - it's fully deductible for everyone (without itemizing) and it's still your money. Without getting into too much detail, if you're paying your own health insurance they're definitely worth considering.
I've been self employed paying my own Health Insurance for 23 years. Even if I went to an employer that offered a health plan, I'd rather keep my own and pay the premium, that way I can go if I want and not have to worry about finding health insurance again. I'm with BCBS and I plan on staying there til I become eligible for Medicare (assuming there is any in 24 years) and then converting to a supplement.