Advice on moving appreciated

[kidchameleon]

Feel rather bad for posting this here, given how inactive I've been lately, but frankly I wasn't sure were else to post it, and I know that at least here I have a chance of getting decent advice.
So, basically, I live in the middle of nowhere, and I want to rectify this. It's an incredibly soul-crushing locale, and I feel like every day I stay here is a day wasted.
The problem is that for the last few years I've been suffering from pretty intense depression on-and-off, and my only real escape plan (moving for art college) has slowly become an unrealistic goal due to my lack of practice in that field, as what little energy I have has been drained by working to pay my rent.
I'm aware that moving is hardly going to fix that problem, but I genuinely feel like it may alleviate it, and help me shift the growing sense of futility in my life. Plus being somewhere a little less homophobic would be nice.
Anyhoo, moving on from the sob story, my basic question is "how should I go about it?" and "what are my options?". A part of me thinks I just need to save up enough rent for a few months, find a place/move, and then just hope I find a job before my savings dry up... and another part of me thinks I should just apply for a course I can do, but won't enjoy, purely so I have a year-ish of student accommodation and a period where I don't have to work constantly just to get by (besides course work obviously).
I'm sure this all sounds very naive/immature, but quite frankly all maturity ever got me was a house I didn't want and a job I can't stand... so I can live with that.
So... if anyone has any advice I would greatly appreciate it. Sorry if my post comes off a little whiny/snarky, I'm just having a bad night and sick of feeling so stuck.

[LJay]

Get to work on the art. Explore. Get ideas on Tumblr or anywhere else on the web you can go. Visit some arts shows and museums. Get to the library. Wake up your creative side.

Consider getting involved in craft for income.

if you want to move, choose an area with an active art scene. Start thinking in terms of a job you can do while taking classes or enrolling in school full time. Fight that depression by doing something you want to do.

Yes, you need to save money but when you move you need to make sure you do not just move into another wasteland of your own making.

If you know where you want to move you can research housing availability and costs online.

Put your head to work and you will be happier and better equipped to make your move.

[Sherbil]

Tackle your depression first. It's what's sapping the energy out of you to make the most of what you have. If you can resolve that, you can feel better and then have just that much more momentum to get somewhere you'd like to be.

I firmly believe that with the Internet at our fingertips, we can find ways to be happy wherever we are. I'm like you in that I'm stuck in a small town without any really great exit strategies right now due to finances, but I've found that I don't really have to be stuck. I spent a long while wishing I could move anywhere but here, and then I did move to a city. But what I found out was that the same self-limitations that held me down here also held me down there. I came back to this cheap small town, focused on my future, got a new career, and bettered myself. I'm still "stuck", but I'm not unhappy and I'm not in a hurry. I'm not wasting days, and you don't have to either. I learn new things every day via sites like Coursera. I'm teaching myself to play guitar with tabs programs. I use YouTube videos to work on learning how to dance. There's so much you can do if you have the motivation to try.

[drobs]

Can you find work overseas? There used to be good paying government contract jobs to be had in Iraq / Afghanistan. Those are getting hard to find these days.

Anywho my vote is to switch countries - go see how the rest of the world suffers and then decide if you're still depressed.

Put some hot African sun on your back / skin. See the world - get out of your comfort zone.
People elsewhere have it a lot worse than we do. Go see it 1st hand, try to help if you can.