Is it a common practice to do all the work for PhD supervisor? My PhD supervisor claims being first author of all the work I do. I also write research proposals for his grants and the rest of our group, he just redirects their emails to me and pretends that he's writing it.

He refuses to start my PhD programme - no idea for a possible subject.

I'm depressed, because I do not get ANY training or advice from him, just "write something fast with a big impact". I haven't even got a specific subject to work on. We basically meet each other during conferences or holidays. He does not correct any mistakes and barely knows what I'm actually doing. I'm about to quit my PhD completely... or leave academia just afterwards.

For obvious reasons I can't compare this situation with other universities, so that I'd be grateful for your opinion.
Assuming all that you state of your supervisor is true, i.e.,


Claiming primary authorship of all of your work
Making you write grants and claiming it as his own
Refusing to start your PhD programme


Then you met up with one of the classic cases of an abusive supervisor. If that is the case, then continue no further as his student. Spare no time in moving away as you won't make much progress (at all) with such an advisor. 

I feel sorry for the situation that has caused you to despise the PhD degree itself. My honest advice would be to change your advisor, not your path. If the current advisor claims primary authorship over your writings and grant proposals, then it is only a proof that you are really a worthy candidate for a PhD! Quit your supervisor, not your PhD!

Think deep and make your decision wisely, as it is yours to make.