Many business or industry associations offer members the option of being part of a group insurance plan. This is a good way to go, but these policies are often overpriced.
HMO's and other managed care companies aren't always the least expensive option either.
You may choose to buy insurance through a PPO, which is an organization which allows you to choose a doctor from a list of providers or go outside of a network as long as you are willing to pay a deductible.
Whichever route you choose, remember that health insurance is necessary for yourself, and a good way to get and keep loyal employees.