I want to get a divorce from my abusive husband and move out... what are the steps to my independence?

I've been in this terrible marriage for 9 1/2 years, no kids. We're in our mid-30s now. My husband tells everyone that I will "never leave him" because "I need him". He is a truck driver and spends most of his money on himself, and there is not much left to pay the bills. The last 3 weeks he spent about 250 dollars on cash advance each week! Last Friday I had to pay electric, water and phone bill and didn't have enough. I work but I also go to school, so I make little money and still have to pay for my school. I had to take the little money I was saving to put into the bills. This is financial abuse, isn't it? Anyway, I am really wanting to move out and file for divorce. I need a full time job and I put zillions of applications this past month and nobody called yet. I am getting so desperate now. I need to find me an apartment (studio be fine), and a small used car so I can get on with my life. I don't even know how to start! I don't have family members in the U.S. (yes, I am a U.S. citizen) to help me. Everything we have is in his name, car and mortgage and bills. We only have 1 joint bank account, but I also have 1 bank account alone to put my money away. This seems like a never ending problem, I tried counseling, he didn't care about it, I tried everything, to work out the problems, no communication, lies and lies, bunch of money spending, etc. So I'm fed up and I'm ready to move on with my life. So could you help me figure out what I can do? Do I have any rights as a wife at this point, after almost 10 years of marriage (no kids)? I feel like I'm in a prison! Thank you!