Interesting article that includes info on how to save money on COBRA health insurance after you leave a job:
"But here's what a lot of people don't know: You don't need to sign up for or buy COBRA coverage as soon as you bid adieu to your old workplace. That's because you have 60 days to elect COBRA coverage and another 45 days after that to buy it. In other words, you don't have to pay for any insurance for 105 days -- and if you don't get sick or need to see a doctor or go to the hospital, you pay nothing at all.
Here's what you do: You sign up for COBRA on the 60th day after leaving your job. Then, if you need to use the health insurance within the next 45 days you pay for coverage. Claims are retroactive to the first day in which you were no longer covered through work."