Sunny27- Training for another job via a technical school or community college can give you exposure to another industry. Once you complete your training and have obtained another job that it would be advisable to quit.
If however, you love the industry that you're in, but hate the company, consider what you don’t like and see if this could be avoided in the next position.
Some companies have corporate cultures that don’t always mesh with the employees. If you prefer to work in a flexible environment that allows you to work at home from time to time, you should find out what the working hours are and if this is a possibility with the future employer.
If the environment is more formal, seek another company because you will not be happy with the level of structure.
Lastly, offering two weeks notice is the standard business practice with a written letter of resignation. The letter should be gracious and make you leave the company on a positive note.