I've never just stopped going. The few times I've had to quit I've either given my two weeks, or told them when I'd need to be done if I could work longer than two weeks before finishing.

I will say though, when I worked in a call center there was no better feeling than giving my notice. That job had me ready to kill myself at one point, and those last two weeks felt great because I didn't have to give a trout about anything.