The average cost of health insurance in the US without a deductible is $13000. If you allow a $10000 deductible (i.e. you pay for everything up to $10K), then it's $5700 (give or take a few dollars). This type of medical plan would be equivalent to what you would get here in Canada, with the exception that you probably have better access to your primary care physician. It does not mean you get to see your specialist tomorrow if you want, because the majority of health care in the US is via Health Maintenance Organizations (HMOs), which still uses your primary care doc as a gatekeeper.
If you're truly looking for a comprehensive insurance plan without deductibles in the US, you're talking in the $25-30K/year (and even more) for health care insurance. If you're rich, no problem. (And to be honest, health care is one of the great enticements for employment.)
I just finished publishing a cost study between US and Canada for one of the drugs we commonly use in the ED. The hospitalization costs in the US is about $7700 per day (in 2008), compared to Canada, which is about $1400 per day (not including physician costs or any procedures).
How much does it cost for an ER visit? In the US, it's about $1000 for Medicaid (never mind what it is for private insurance) (that doesn't include the physician cost, the cost of any procedures, etc.); in comparison, it's about $150 in Canada.
As I said above, I've seen extremely wealthy individuals go bankrupt quickly because a child or family member got sick. I've had a classmate, who moved to the US, worked for Google, was a prof in New York, and came from a wealthy family (i.e. he was not poor to start off with) commit suicide because he had disabled twins, and his health insurance ran out and he was bleeding dry from paying all the bills.
The risk pooling effect of Canada's health care system (i.e. a generalized taxation system) is still the most efficient overall health care system. To be honest, it's already a two-tiered system (with prescriptions, parahealth, dental, and some non-essential medical care being funded via insurance or out-of-pocket), but that risk pooling lowers costs. Without the government as a large buyer, costs would skyrocket. Who's paying for it in the US? You are (either out of pocket, or through really high premiums for the service that you would want.)
The only way the US is getting this done right now, is via insurance through employers, and we saw it's wonderful impact on the automobile industry in the US. Health insurance is a major liability to US business today.
BTW -- you could probably get your private insurance and health care health in Canada in various places like Calgary, Vancouver, Edmonton and Toronto, (for at least primary care, radiological services, and some surgical areas (don't get me started on my opinion on that)).
Also, if you want the best bang for the buck in health care (country-wise), most people would argue for Cuba, a communist country, where there's a doctor for every 100 families. The model is to prevent ill health by having access to a physician that doesn't just treat disease, but also prevents illness by teaching about nutrition, health, and takes the care out of the hospital. Better life expectancy than the US; <1 % of their cost.