If I am 17 years old and want to move out to live with my sister, how do I do that legally?

Well, you can try to get emancipated if you have a few thousand dollars hanging around to hire an attorney for that.

Generally, you'd have to bring an action against your parents for emancipation of a minor. However, as a practical matter, by the time the matter was heard by a judge, you'd either already be 18, or almost 18 anyway. You may want to try having your sister or another adult with whom your parents are friendly, or your clergyman (priest, rabbi, minister, etc.) attempt to have a discussion with your parents on the subject. Consult with an attorney to discuss the specifics of your situation and your options.