"We haven't sorted this one out yet. Being self-employed is going to raise medical insurance costs like crazy. Technomadia had some good resources on medical insurance, but we still need to look into this aspect a lot more."
The first thing you need to do is find out how much COBRA will be through your current employer. Then go check the various insurance companies in the state you will establish domicile in.
We went through this a couple of years ago (in fact, we could only retire/quit because of the ACA - I can't get health insurance otherwise). It turned out, our COBRA costs would have been double what we could get through the ACA without subsidies. And, we managed to get a nationwide PPO plan instead of the local (DC/MD/VA) plan we had.
Insurance costs vary widely by state and sometimes even zipcode. The exact same policy in TX was $850, in FLA was $750, in SD was unavailable, and in TN was $500 (for two adults, silver plan per month). Utah might not be your best choice for residency, when all things are considered. And, if one included a subsidy, the rates would be even better.
Really examine your medical needs. DH and I go to the Dr. once per year so a high deductible but low max out of pocket plan works best for us. This saves us money monthly on our insurance rates and covers us in the case of a major medical emergency (our max out of pocket is $5000 each).
It takes a lot of research but if you spend the time, you can save a lot of money finding a plan tailored to your needs. And, you do not have to buy through an exchange but to get a subsidy, it mus be through the exchange.
