I moved out at 21 and into a house with 3 other girls. Looking back, I wasn't mature enough yet. I wracked up a lot of debt and began partying heavily. Thats the road I took, not saying you will too.
Just be sure that you're financially sound. They recommend making 3 times as much as your rent. If you're doing a roommate situation, try and know that person pretty well. Set up cleaning schedules and stuff. In my situation, me and one other girl did most of the cleaning and it drove me nuts. Some of my dishes ended up getting broken. Just be prepared, if you're doing a roommate thing, to be able to take it as it comes and try to have a game plan as far as chores and friends coming over goes.
Moving out for that first time is so exciting. Just make sure you're not getting in over your head.