homebrew,
Check into your COBRA policy carefully. You may have a period that extends for a time to sign up for it. That period may get you to the date you are covered by the new insurance. For instance, if you are injured 2 days before your new insurance starts you may be able to simply sign up and pay your COBRA premium to be covered. If you are healthy you are not out any cash. I believe each state maybe different so check carefully. If you have a pre existing condition check the rules out carefully, depending on the time between policies you may need to be "continuosly covered" by COBRA so your new insurance takes on you with the pre existing condition. Not ment as a flame but get your advice from an insurance professional in your state rather than this board or from me for that matter. I didn't even sleep at a Holiday Inn Express last night so don't rely on me. Too much is at stake, ask a pro.
KlingonLRDRVR