If you are in decent health, a good option would be:
1: Search for individual high deductible insurance via a site like ehealthinsurance.com or others mentioned above. I was able to cover a family of four for around $400 per month. Keep in mind that these plans are essentially coverage for a disaster. You will (hopefully) never get a penny of benefit.
2. If you go the high deductible route, definitely set up an Health Savings Account, that could allow you to use tax free dollars to cover medical expenses. You are allowed to even make a one time transfer of 5k? from an IRA without penalty. If you are technically unemployed, you may be eligible to pay your health care premiums from this. Note: I'm not a CPA so please verify all of this with a professional.
3. (before you get the flu) Find a doctor at a small or individual practice who doesn't take insurance (or isn't signed up as a provider with your insurance company). Many would be happy to give you a clear discount price for an appointment as a patient paying with cash. Google "Ideal medical practice" to find some great docs who are likely solo practitioners (and entrepreneurs in their own right).
4. Wait patiently until the Obamacare medical exchanges are established to see if you can get better coverage through that channel.