I'm self employed too, but I get health insurance through my wife's employer. However, we get cheap life insurance (and we could also get quite reasonable supplemental health insurance if we wanted) through IEEE. My point is that being self employed does not mean you are alone - try to get membership in a large group like IEEE (practically everyone with some sort of technical/scientific education can join) and buy coverage through them. There are other, non technical, groups out there as well doing the same thing. For example, check out http://personalinsure.about.com/od/health/a/aa042808a.htm