Curious About Insuring Myself and My Family

When I was laid off from my job earlier this year, I was given the option of continuing my health insurance with them but I needed to pay for all of it out of my pocket. I decided to do it because it was easier at the time. But now I am curious about getting new health insurance coverage. I feel like there must be something out there that would be cheaper than what I am paying now. I would also like to stop giving my former company my money every month, so I am hoping to find something on my own.