In 2014, here is what your premiums/penalty will look like if you buy insurance through exchange. Just to give you an idea, this is for 30-year old couple whose employer do not provide any coverage. As you can see, the penalty you will pay is not that different from the premiums you pay for the cheapest plan available. So, it is better to get some kind of coverage. Of course, this only applies to this particular 30-year old couple, and it will be different amounts for other cases.

Bronze plan is the cheapest plan you will see in the exchanges. What this plan mean is that 60% of the total actuarial value of this plan is paid by the insurer and 40% paid by you--in the form of co-pays, coinsurance etc. You will still get free preventative services and other "essential benefits."

State	City	Income	Employer coverage available?	Number of ppl	Subsidy/Month	Your cost (Bronze plan)/Month	Penalty/Month
NY	Queens	35,000	No	2 (couple)	$   560.75	$                       53.42	29.17
PA	Philadelphia	35,000	No	2 (couple)	$   323.25	$                       98.92	29.17
MD	Towson	35,000	No	2 (couple)	$   195.00	$                       64.33	29.17
VA	Arlington	35,000	No	2 (couple)	$   273.00	$                       39.25	29.17

You can check what you need to pay by going to this site: 
http://kff.org/interactive/subsidy-calculator/