I feel you, I didnt go on any real vacations until I got to college!!! when i was 19.
A real vacation is WAYYYYY different. Personally, I am a huge fan of road trips, where you have a loose plan on what to do but most things are on the moment. I'll give you an example.
I went to Mexico City 2 times. The first time it was with family, and most of the time we were spending time with family members i didnt even know. It was cool, but matter of fact is, my idea of fun is museums, ruins, hiking, visiting the city, night life... etc.
When i went again with friends, I went to bars, clubs, museums, met interesting people, basically everything I wanted to do.
Given if your parents arent paying, it gets pricey, road trips of 2 weeks have cost me on average around $1500. And this is when no flight is required!... My last trip to new york cost me around 900$ which was for a week.
Money will always be an issue but I live to travel so its what i save money for.