At the very least you will want to have health insurance if, God forbid, something major happens - like a surgery or worse to the tune of 6 figures or more. Sounds doom and gloom but with health care costs the way they are and not getting any better anytime soon it pays to be careful.
Choose a health insurance plan from a reputable nationwide company and be very careful about getting mixed up with an association or other fly by night company (Hint: just google "discount health plan warning" or search ripoffreport.com for NASE [National Association for the Self Employed] or the Mega Life Insurance Company to get an idea of companies to avoid).
If you are self employed then a good article to read is
Self Employed Health Insurance - What You Need to Know Before You Make the Jump