How I leave my unmotivated boyfriend?

I have been with my fiance for 4 years, we have been engaged since September. I love him and we get along great, except for the fact he doesn't work. He has not worked since July of 2008, and had short periods of unemployment before that. When we met he worked, owned his home, and seemingly had his life in order. In these periods of unemployment he said that he was depressed and I supported him and tried to reure him that things would work out. We live together and I pay all of the bills and give him spending money to put gas in the car and to go out when he wanted to, hoping that he would return to the independant man that I fell in love with. In the past 6 months I have gotten fed up, I am angry and tired of pulling all the bills. I have given him multiple ultimatums to get a job and help or to get out, all of which he blew off because I always give in to his pleads that he is changing and things will be better, which they seem better because I put it out of my mind for a while and he is so caring and sweet that I start to hope that this time he is sincere. This time I am holding my ground, telling him to leave and he is not getting it. He thinks this is like every other time I have said I was done (which is my fault for not following through before.) He has no car (He uses mine), no income, and his family lives in another state....What do I do? His pleads that this time is different are breaking my heart! I love him but I cant support him anymore, and I don't trust him to not do this to me again.