I fully agree with Beagle's advice... Buuuut, as that shouldn't be my whole post, I'll do my own little take on it, too.
In my opinion, you should leave... The relationship doesn't seem healthy, and I'm sure, if you've managed to maintain friendships through his controlling nature, a friend would be willing to take you in temporarily. (My mom was in a similar...ish, situation with my dad where he was controlling to the point where he controlled the friends right away from her, which is what that comment was about.) But yeah, I firmly agree you should go about getting a job... Which is more complicated than it seems in this economy, but give it a shot. Depending on where you live you might have an easier time than other places. To get a job I might suggest looking at employment agencies, they can get you temp jobs, at least. Some places will even hire you permanently after a while. But it's important to remember you're not stupid, dear.
Even if you don't end up leaving him for whatever reason, having a job would probably help you gain more confidence and you'd be able to buy things that you want... More financial freedom for both of you, at least a little bit. I hope everything works out for you!
(Hopefully this all makes sense.. I'm quite tired, and keep looking back to make sure I'm making sense, but it's not quite working.)