Actually, I'm in the same situation. From what I found, the situation varies drastically from state to state - if you're willing to move, you should really consider that.
In California (and a handful of other states), Kaiser Permanente offers pretty reasonable rates if you and your family are young, healthy and have always been healthy. Even something like childhood asthma can make you ineligible.. I'm insuring my family of 4 for about $600 per month with a maximum annual deductible of $7000 and no lifetime cap. Rates are higher if you can't risk that high of an annual deductible.
If you have a prior condition, it's nearly impossible to get insurance on your own. I have friends trying to set up a group plan and it's taken over a year to get going.
Also, keep in mind that if you or anyone in your family does get sick, you may not be able to leave the state and keep your plan, so pick a state that has good insurance rates available, will not drop you if you get sick and that you are willing to live in long term if you do get sick.
If you or any family member are or has been sick, you may want to look for states that have implemented some form of community rating. You may want to look for states that have guaranteed issue.
Good luck.
I'd love to here if anyone has done any serious research into Medical Tourism options. It may be cheaper to drive to Mexico for antibiotics when you think you need them and pay out of pocket or use a free clinic for basic things and then have some cash in the bank in case you get really sick - but I don't know of anyone whose actually done that.