You wouldn't be doing Cobra on your fiances, just your moms. That is where you pay the amount the employer was paying on your behalf in order to maintain your group coverage.
You are eligible, the day you are married, to be on your fiance's insurance. No cobra necessary there. However, to protect yourself from having a pre-existing condition you can not lapse your insurance. You have about 60 days depending on the state when you come off of your mom's to elect cobra. During those 60 days you are not considered lapsed. When you do elect it you will have to back pay to be covered for the 60 days and it is good for 18 months.
26 Year old married female law student (last year!!). Diagnosed w/ CD 4 years ago, IBS for over 10 years before that, which was probably the CD. I am sort of lactose intollerant too but can handle anything cultured and do well w/ lactose pills and lactaid. For crohns I am currently on Pentasa 4 pills/4x day and hysociamine prn. I also have bad acid reflux and have been on PPI's since age 13. I have been through prilosec, prevacid, and nexium. Currently I am on Protonix in the morning and Zantac at night. I also take a birth control pill to allow some fun in my life.