Do i have to give a 2 week notice in new york state in order to collect my last paycheck?

I am a cell phone tower construction worker who is currently getting seriously BONED!!!!!!!!! I am being paid $17 / hour and doing the work of a site supervisor, foreman, and ops manager. Not to mention the company recently decided to deny my pay raise and demote me after I won them 1 year worth of AT&T work. I am whole heartedly in belief that these above decisions are only an attempt to save money. I have an offer from another company for far more money and the same responsibility. Do I legally have to give a 2 week notice in New York state in order to collect my last pay check? Thanks guys / gals!!!!!