I started out just using the COBRA from my job - your HR person should be able to help you. It was extremely expensive, for excellent coverage. Later, I bought an individual policy from a major name-brand insurance company. It's expensive too, and I'm out-of-pocket for the first few-thousand dollars, but the monthly premiums are a lot less.
However, when my trailer hucked me off my bike in the middle of Wyoming, allowing me to enjoy a long ride in an ambulance and an overnight in the hospital, and a whole stack of CT scans and Xrays... well, let's just say it was worth it.
It can be important not to have a lapse in coverage, I think. It may depend on your health circumstances, but you want to make sure you don't end up getting denied coverage because of a pre-existing condition.
Hey, don't let it be an "obstacle" - don't worry about it, plan for it. Call an insurance agent and get a rate schedule. Fill out the application. There are lots of different kinds of plans, seems like you trade off how much you pay monthly against how soon it starts covering you in case you need services. So you just have to balance your personal health circumstances - if you're young & healthy, you can get a major med. policy with a high deductible. If you know you need services, you might want to pay more per month.
ANyway. don't let that stop you.