I'm doing a PhD in Art History and I have pretty much decided to leave,
the end career results, of a job in academia or the museum world don't seem worth the extreme stress that I go through doing it. Part of my stress is related to the fact that I fear what I am going to do at the end of my phd and the financial stress when my funding ends. However, I have this idea though of this msc course called electronic publishing,it seems very vocational, it concerns setting up and writing websites. Something I do a bit already. I'm worried it won't be intellectually challenging enough though. What do you think?

Before I give you any advice I should warn you that as someone who's put my vocational (design) career on hold to do a PhD, I'm obviously biased! I think the very definite career outcomes you describe are self-imposed. A PhD proves that you have both the intellect and the stamina to design and carry out a research project you could use it to open doors to all kinds of things, related to your topic or not. If you could (almost) do the web-based job you describe now, then why won't you be able to do it when you've got a PhD?

Are you sure you're not telling yourself these things as excuses because you're stressed about the PhD? It is very stressful at times (...see my other posts this week, for example!) but giving up isn't necessarily the answer. If you give up your PhD and find that the grass isn't actually any greener on the other side, you might always think, "What if?" Maybe see if you can specify any problems with your PhD project that could be fixed to make you feel better and do those before you think about quitting. How far in are you?