Thanks for bringing your question to JustAnswer.
This is a time when you need to trust your instincts. Everything you wrote about this man (and I was able to ready your other post where you said you end up trying to convince him you're not cheating.) points to him not being faithful.
You know in your heart that things aren't right. You say you don't know how to break it off: here are some suggestions:
1. change your phone number
2. block his number on your current phone.
3. if you are living together, find a friend or relative who will let you stay with them until you are back on your feet.
4. Stop waiting for him to admit what he is doing. You have all the information you need--his defensive nastiness when you ask about the other women, lame excuses when he is gone for hours, and his trying to buy you things to make up for what he's doing. The answer to his question "would I do all this if I was seeing other women?" is YES, that's exactly what men who are cheating do.
5. Stop trying to get him into therapy and get there yourself. You need to work on why you would accept being in a relationship that you describe as "insanity." Many communities have mental health services for folks that don't have insurance. Part of the reason you feel like you "don't know" how to break this off, is that some part of you is still hoping he will change. This is the best your relationship will ever be.
Is this what you want to live with for the rest of your life?
I have some book recommedations for you:
Temptations of the Single Girl : http://www.amazon.com/Temptations-Single-Girl-Dating-Traps/dp/1587368986/ref=sr_1_2?s=books&ie=UTF8&qid=1317475157&sr=1-2 This books talks about how women waste time with men they are trying to change, and how to break yourself of that illusion.
Calling in The One: This is a seven week program that will help you get clear on what is acceptable and what isn't healthy for you in relationships. http://www.amazon.com/Calling-One-Weeks-Attract-Love/dp/1400049296/ref=sr_1_1?s=books&ie=UTF8&qid=1317475398&sr=1-1
You will be able to leave when you truly feel you deserve better treatment than this.
Talk to your family and tell them what has been going on. Ask them to respect your decision to end this relationship.
But you can only "end up in a mess" if you allow it to happen. You need some help learning how to stand up for what you believe is right, regardless of what he or your family says. If he has been violent, it is ridiculous for your family to allow him to find you. Get a restraining order so that you can call the police if he comes near you.
Until you get some help to feel confident that you have the right to make your own decisions about how you will live your life, you will continue to feel that life happens to you, rather than you being in control.
You need suppportive, intensive therapy to break out of this victim role. Here's a link to help you find someone local : http://therapists.psychologytoday.com/rms/
Nothing is going to change until something changes...and you're the only one who can make the change. Here is another book that will give you some help in feeling less helpless. http://www.amazon.com/But-Hell-Change-Thinking-Relationship/dp/159285818X/ref=sr_1_3?s=books&ie=UTF8&qid=1317477435&sr=1-3
And this book will help you recognize how dangerous this relationship is, and give you support for getting out of it. http://www.amazon.com/Dangerous-Relationships-Identify-Troubled-Relationship/dp/073820465X/ref=sr_1_15?s=books&ie=UTF8&qid=1317477548&sr=1-15