Ok I've about had it with this chicken

company. I've decided to jump ship and go do something productive. So if I just quit what do I lose?
About the only thing you'll 'lose' is re-hire capability with Express (and I think with any other FedEx opco, not sure on that).
I'd have to recommend that you give 2 weeks notice if at all possible - unless you have another job waiting to go to.
I really do not want to give this company notice. Will this effect my pension or last pay check etc.....
No effect on your pension. You'll be paid for all accumulated, unused vacation time, but forfeit any sick, personal or floaters which are unused.
Most employers only look to verify dates which you were employed and some will want to verify salary/wage at exit from an employer. Express has a telephone number on their 'employee bulletin boards' which has this phone number for other prospective employers to call - write down this number and keep it in a safe place. It will save a headache down the road when future employers want to verify employment history before they do the typical background investigation.
About the only other thing that would cause one to immediately want to terminate their employment, is if they are looking at a suspension for something which could lead to termination - then quit on the spot and walk away. You'll forfeit any chance at unemployment - but you'll get out without an involuntary termination.
The only other 'wild card' with giving no notice termination is how it affects COBRA availability. I can't imagine that since Express is employment-at-will, that an employee's terminating employment without notice could affect eligibility for COBRA - but I'd either fire off a question to HR if that is something you are concerned about - or have a trusted coworker who isn't really looking to leave, ask the question.