I can tell you that I had one. I've had to carry insurance independently for some years now because I've been cobbling several part-time jobs together. It's very hard to find, and you have very little choice. Your coverage also won't kick in for about six to seven months if you have a preexisting condition.
I know that people are complaining about changes to their policies, but when you're in the independent boat, you get letters alerting to changes all the time. It's just par for the course: your rates can go up by double digits on a dime, I've ended paying for my prescriptions out-of-pocket because the company constantly second-guesses my doctor, and you have to file an annual re-certification wherein it's on you to hand over all your personal tax, income, and family status info to complete strangers. My fear has also been that should something terribly dire befall me, I'd basically be out in the cold. There seem to be all manner of junk policies out there.
About four months ago, I received a letter from my insurer alerting me to the fact that it will no longer provide to independent insurees. Panic. I tried obtaining other plans, but they ranged anywhere from eight hundred to twelve hundred (!) dollars. No go.
Through the exchanges, I now have a plan with better prescription coverage, and I wasn't hassled about any preexisting conditions. It's also about sixty dollars cheaper than what I was paying.
The healthcare market has never been fun to navigate, and yes, insurance bureaucrats make all manner of one-sided decisions about your health. I personally think that a single payer option would be easier to enact than the individual mandate. If Republicans have a better alternative to the current market -- truly, they don't -- I'm all ears. As things are, that status quo is awfully hard to defend.