How/can I Get My Health Insurance Cheaper?

I used to work at a motorcycle dealership. I had insurance with them and have since started my own business here in Lexington, KY. The cheapest health insurance we could find is almost $800 a month. It was with my old job with a program known as the Kentucky Continuation Plan. Basically you pay the entire amount of insurance instead of having the employer pay their half when you work for them.
My wife has type 1 diabetes and we are always having to by medical supplies. My daughter, wife and I rarely get sick we just have to pay for the supplies which are outrageous!!!!
Any suggestions on what we should do? BTW my wife is a student finishing here masters next year. . . .