There is no reason that individual coverage should be so high. I don't mind buying my own insurance. I just want the same price the big buyers get. And I want the cost to be deductible without having to establish a corp that pays a salary to me simply so it can buy the insurance on my behalf.
If you don't have a pre-existing chronic condition, you can usually get health insurance for a fee. That fee will probably be high. But it's just another expense you need to budget for when you plan out the financials of starting a company.