From a less American perspective, it's normal in Italy to stay at home. I don't know what the average age for leaving is there, but I'm fairly confident a 25year old isn't looked down upon for it.
In the UK, a lot of people leave home after University, so about 21-23, i.e when they get into employment I suppose. I'm not aware of it being looked down on here, but of course I only really know the area that I live in at the moment, it may be different in London etc.
Those that don't go to Uni, I think quite a few leave home earlier, 18 maybe, I don't know tbh.
<rant>
Oh and of course there're all the council estate chavs that start to pop out kids from 14 through to 18, mooch with their already mooching parents, carry knives, steal cars, wear reebok/addidas tracksuits, hoods + baseball caps, staple drain pipes and acres of plastic onto their crappy little cars, nail 17,000W of sub into the 'trunk' and smoke like their lives depend on it.
I don't think they ever really leave home, they just sort of breed across the entire area, everyone living/sleeping with everyone, every alley lined with vomit and cider bottles from the night before, every sign graffiti'd, and dented from yet another attempted handbrake turn.
</rant>
OK that's probably a bit over the top.
House prices over here (UK) are a big reason a lot of people stay at home. Last year they went up 10.5%, they're expected to go up as much as 15% this year. This is being pointed out over and over again, and at least some of the UK's younger population(excluding chavs

) are aware that they are going to have a hard time getting on the property ladder.
I'm 20, and live with my parents. I get on with them really well, and I can save for a decent place later. I actually have an apartment that I have a tenant in, and his rent covers the cost of the mortgage, so it pays for itself at the moment.
All these rising house prices are good news to me then, as when I sell the place, it should mean I can pay back the rest of the mortgage (it's an interest only mortgage) and make a reasonable profit.
My reasons for staying at home are to save money, I have considered moving out to be nearer where I work, but it's expensive...
Plus my parents go on holiday a lot, so I get to have an empty house reasonably often to try and cram in the casual sex.
Being able to bring people back to an apartment would be a major reason for me moving out though, no doubt about it (now that I'm single again).