Save up.
Do you have a bachelor's degree?
My situation in 2004:
Couldn't find a steady job that would pay well enough to afford an apartment. Lived with my parents, sister, her husband, and their 3 loud children. Found it torture. Spent most waking hours at friends' houses when I wasn't at work. Didn't even sleep at my parents' place most of the time, just crashed on friends' couches and considered living out of my car if it got bad enough. I nearly moved just to move a few times, arranged things with friends in different cities - but I just didn't have any savings, and decided I would be a burden.
How I got out:
Applied to university, applied for
financial aid, and was handed tuition + meager living stipend in grants. I didn't have loans, nothing to pay back at the end. Lived in a cheap student coop with friends, then a little apartment with friends. The choice to pursue a degree gave me the freedom to move 6 hours away from family concerns and spend two years utterly immersed in another world. I recommend this path to any young adult who is in an uncomfortable home situation.