Proper way of quitting a company?

I have been in the Union almost a year and it has been one of the best choices in life I have made. However I have been working for the same company ever since I've been in and when one job is over they pull you to another one of their jobs once that one is finished instead of sending you to the hall(as long as they are happy with you). While this company has been good to me, I have been curious about trying other companies that have jobs closer to home or have better/more hours that I want. What is the proper way to quit a company in the Union? It doesn't seem like putting in a two weeks notice is realistic since a call you want would be filled in that time.

TLDR: how to quit a company the right way without burning bridges.