I formed an LLC for my consulting work that buys small employer group medical insurance for me and DW. The LLC employer passes the total cost through to its employee and dependent (me and DW). We have a high deductible plan (like when I worked). We are both relatively healthy so our main interests in having health insurance are financial protection from catastrophic risks and access to negotiated rates for medical services. IIRC the small group rates were ~20% lower than if we had bought individual insurance. My plan is through the chamber of commerce so I also have to pay annual chamber dues, but the difference in rates far exceeds the cost of the dues.
For 2014 and beyond you might well qualify for Obamacare subsidies depending on you income. See National Health Care Calculator