Uh-oh, Weez is angsting again!

Sooo... I got a job. My instincts said "buddy, I don't think you should take this job; why not wait and see if this other interview comes off?". But my intellect said "take it. It may have blah cons, but it has blah pros, so take it". So I cancelled the other interview and took this job.

I started the job. I hate it. It's making me nothing but miserable. Is it too late to say "changed my mind, leaving, bye!" and beg for a reschedule of the other interview? Can I do that?

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I don't see why you couldn't reschedule the other one. Did you tell them anything specifically on why you were cancelling it? If not, I say call them back and see if you can. I know it is hard to have a job you don't like because I am dealing with that right now, but don't quit until you have something else lined up. At least you have something and are making some money. I know it's probably what you don't want to hear, but hang in there, and I will be hoping that you can possibly reschedule your other interview.

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They're not exactly business-oriented; I have yet to sign a contract, so if I chose to walk out, they've got nothing on me. Which is the happiest thought I've had all day. :3

The theatre course is part-time distance learning so is merrily chugging away under everything else I do, although not tonight, as I am in too much misery to do anything but lie on my bed and tap away at the internet.

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Here's an alternative plan. If they haven't given you a contract yet there are probably other dubious things going on. Stay put, find out what they are, collect the evidence, then ask for a salary rise and a promotion. If you don't get one post the evidence to where the directors' don't want it to go (media, HMRC etc.).