One other point that probably bears making: if you switch plans in mid-year/before open enrollment, you may find that deductibles reset themselves. So if you were maybe $2-3,000 into a deductible with your old plan and you switch to another one, that $2-3,000 may not (likely won't) count toward your new plan.
My wife and I chose to go with COBRA when she retired in May because there would be no issue that we could keep our existing practitioners/insurance and either finish courses of treatment or at least have some time to find a new doctor or whatever. We know what our medical expenses/pay-ins have looked like over the past few years; for us, resetting deductibles pays us a month or two of COBRA and makes some lower-cost alternatives a wash financially.