i'm right there with you....
thank you for posting this....its so cliche but its nice to know other people feel the same way. im literally in the exact same situation....graduated from college, moved back home with my parents, unsuccessfully looking for a job and feeling so stuck in my life that its pathetic. no one should have to feel this way, because its my life and i could make a choice right now to change everything.
my best advice to you is to stay positive and remember that everything happens for a reason. this might be a chance for you to really take a leap, and sometimes it takes a desperate situation to give you the courage to finally do it. your parents may not support you at first, but believe me they love you and are just scared of letting you go. go out there and show them, and yourself, that you can be successful on your own. its not going to be easy, but never forget how you are feeling right now to motivate you. trying and failing is so much better than feeling stagnant and indifferent. if you are unhappy with the way things are now, you have nothing to lose!
since i can tell you are looking for specifics, i'll tell you what i'm doing. i made an outline for myself of exactly where i want to be, by when, how i'm going to do it, why i want to go etc., and it's been so helpful to have something down on paper to keep me going each day. the most important thing- FOLLOW THROUGH!!!! really evaluate what you are doing and why it isnt working- for instance i was applying to probably 50 jobs a week, then getting discouraged when i got tons of generic rejections. in this job market you really have to go above and beyond, which i know is difficult when you're feeling ****ty about yourself. be confident, positive, and put a huge amount of effort in everything you do...you'll be rewarded! last but not least....be thankful. it could be so much worse!! you have a loving family, roof over your head, and a college education....all things so many people would kill for!!
good luck and remember that even the most successful people had a time in their life when they failed or didn't know what to do!!!