Should I give 2 weeks notice or just leave?

I was hired by a company back in April, and I am miserable. I have interviewed for another company and I got the job! The place I am currently working at (since April) is high stress, high turnover, they are always hiring. This job is causing me physical as well as emotional problems due to the stress on the job (it's a inside sales call-center job). Every day is a challenge to even go in. My question is if I should bother giving a two week notice or just quit? I haven't been there very long and haven't even ped by 90 days. What is your advice?