When I turned 18 I moved out... My choice.. and about 6 moths later I moved from Florida to Nebraska.
That was quite a few years ago and I Did Great.
But I was Really Ready and Very independent That is a Major must if you move out.
Good luck.
Best thing to do is sit down and work out the pros and cons of it all.
BTW if you get a Room mate. Don't choose a friend! THEY WONT BE FOR LONG IF YOU DO.