If you would like to stay where you are, but would like some changes, try to initiate that discussion with your boss, but not in a "I'm walking if you don't fix this" kind of way. If you're sure that the best thing for you is to go, try not to wasteanyone's time: find something new and go.
I just changed jobs and didn't feel like I could tell my old employer that I was wanting to make a move and didn't have the luxury of being able to take a week or two off... so here's what I did.
I did most of my job hunting and applications on the Web and through email before and after work.
I checked my emails and home phone messages at short breaks and lunch and made longer return calls and phone interviews during my lunch time.
I scheduled face-to-face interviews during my lunch hour and let my boss know that I was needing to take a long lunch that day to run some personal errands and offered to stay late that day to make up the time.
I had a 2nd interview that lasted a half day, so I ended up