Well, I would advise that you definitely not tell them until you are fully self-supporting. By that, I mean you have more than enough income to live on, an emergency fund, a car if you need one, and a support network of friends and allies. It wouldn't hurt if you were finished with school and well into a good job.
But you're talking to a guy who cut back to part time at school, got a full-time job, discreetly opened an individual bank account, saved money like crazy for over a year, secretly started stockpiling housewares and storing them in the closet, and then left home without giving any notice or leaving a forwarding address. So I'm probably not typical.
I did leave a note on the last day. I didn't want them to think I had been kidnapped or something...