I moved out when I was 18 to live with some people that I worked with. Whilst it was great to become more independent, I soon realised the people I was living with weren't the kind of people I wanted to share a house with. It didn't last long and we eventually all went our separate ways. I moved into another house share which I found on gumtree + it was SO much better. Friendly people, nice house etc.
Cost wise, the first house was incredibly cheap cause we rented it through an agency so we weren't paying for each room, so the rent + bills costs were for the whole house. I think we were only paying around £150 each per month? It's worth noting that the living conditions were terrible as we had no living room (one of us lived in there) and we lived in a rough area.
The second house worked out at around £350 per month including bills, but it was a nice 6 bed room house and was close to town.
To summarise, I would completely advise you to move out, just make sure you move in with trustable people who you get along with. You will feel so much better having your own space and simply being more free to do what you want to do. Just ensure that you will be able to cover the costs as you may have to sign a tenancy contract (90% likely) which will keep you at the property for at least 6 months. Also you will almost definitely have to pay a deposit on top of the first months rent up front (deposit is usually the same cost as the rent. e.g. rent = £300 then deposit will be around that too).
PS. Don't forget to see if any bills are included as some can be expensive, such as council tax (mine is £130 p/m right now).
Good luck and I hope you make the right decision!