same situation. I know exactly how you feel with the embarrassment of being back in your hometown and wanting no one to know. I too went to college on a scholarship, a big deal was made about it as people rarely leave home here, and when I came back all I felt was embarrassment and guilt for living at home with my parents. After about a year of living at home, working a very low paying job and kind of getting my feet under me a little bit, I took a chance and moved out.
The best thing that's happened is that I feel more responsible in my own affairs- like paying rent, paying bills, getting groceries, etc. I still have a low paying job and I have enrolled in a few classes at a local school but I look at this as what I have to do to get back on the right track. I don't feel like a mooch like I did before. My parents never minded that I was living at home, they understood my situation and I helped them with housework, yardwork, etc. which they appreciated, but I still felt tremendous guilt about living there at 27 years old.
The worst part that's happened has been that I still would not say that I am happy, per se, I'm just going through the motions still. I get through every day. I am afraid to take any chances or risks because I don't want to end up back at home. I am about to move to a new and bigger city again, which would put me on my 4th move in a year. I've realized this time that my problems won't stay in the city that I am leaving and that at some point I'm going to have to deal with them.
My advice is to not "disappear" ... you can't run from your parents and if anything truly bad happens to you, you will want them there to help. I was in the ER without health insurance about three months ago and my parents are splitting the bill with me- there is no way I could have paid it on my own. If I had cut ties with them I would be royally screwed. For things like this I do not feel guilt- it's out of necessity and they've offered to help because they can see that as well. Sometimes you have to swallow your pride and accept help. I am hoping that once I get through school and get a decent paying job I will be able to repay them somehow.