Why do you want to run away? Is it something within your home or is it your state of mind?

My best advice would be to buy a Greyhound bus ticket. Last time I used their service it was around ninety dollars from Tennessee to New Jersey (to visit a friend). You are safe during the trip, you transfer if need be and given breaks, and the other passengers are usually nice and talkative.

I mean if you plan to do it; be safe.