Don't burn bridges - be polite, give at least two weeks' notice, don't get into arguments. Smile, thank them for the learning opportunity and wish them all the best.
There's no reason to work a single minute more for free for these people.
This may be beyond the scope of "business," but I agree with the don't burn bridges comments. It is your responsibility to get yourself out of a bad situation as soon as you can, but as long as you have the power to do it gracefully, and with respect, that's the right thing to do - or rather, it will bring you good karma ;)