I live in Chicago and get my insurance through the health insurance marketplace. If you have a qualifying life event you can get insurance even if it isn't the open enrollment period, which is usually the end of the calendar year.

I haven't had any troubles with it so far. I paid about $350 a month for a silver plan and this year am upgrading to a gold plan that is about $500 a month. I don't know if this is a lot but it seems reasonable for just me (a single 31 year old non-smoker male).