Steve, if you are worried about what your parents might say make sure you have some plans laid down. All parents are different and some can start asking questions, why do you want to do this, what will you do when you get there, why give up you job, etc, believe me they can go on and on. Have a plan, know exactly what it is you want, where you want to be, have the financial backing to carry it through, basically have answers for all their questions should they arise, show them that you have thought it through totally. My only concern is that you may be depressed and although life is currently getting you down, will moving away and having a fresh start help or will the depression move with you. Personally I think fresh starts are great and empowering but just be sure you are doing this for the right reason and not thinking the grass is greener.
It seems to me you have considered the pros and cons for your decision and you know the way to go, don't do anything rash, set a realistic time limit for the fruition of your plans and work toward that, tackle each obstical as it arrives, keep focused on you goals and go for it.
Best of luck
warpig