Most people who cite the cost of "benefits" have never priced them on the open market. Yes, the COBRA price is high, but companies like Assurant offer short-term insurance for a family of 4 in the sub $200/month range (with $2500 deductible and 100% coverage beyond that).
Longer-term insurance is more in the $400-$500/month range for that same family. (just priced at eHealthInsurance.com)
Yes, those are high-deductible policies. So are many employer policies at this point.
The point is that most companies present the "value" of the health insurance as much higher than what you could get on your own.
I work as a self-employed contractor and pay my own health care costs. I'm 33 and the most my health care is going to cost me in any one year is $4000. That's less than my car payment.