ok so
I have no armor
My club is about 3 hits from becoming as useful as a stick
I'm in the painted world
I have no idea how to get out
If you have the courtyard shortcut open, go up the stairs to the very left of the door and go down the ladder. There's skeleton wheels in there, but they could be avoided long enough to pull the lever to open the door in the circular tower. At this point, you can either head straight along the bridge to the boss room, or explore the annex if you've survived in the sewer area long enough to pick up the key. Exploring the Annex nets you decent loot.
If you don't have the courtyard open, proceed through the level until you reach the circular tower. Going up gets you a decent item for pvp, while going around and down leads you to a fog gate. Traverse the fog gate and instantly run to the chapel to the left. From here, the phalanx can't get you, and you can easily dispatch them assuming you have a spear. Hitting their shields automatically sends you into a parried state, so be careful about that. Alternatively, you can duck through the chapel and run to the gate at the opposite end of the courtyard if you want to avoid the Phalanx. With the shortcut opened up, rest at the bonfire and proceed to the sewer area.