UNAUTH TKOF BY THE FLT CREW OF A BE1900 AT ABQ; NM.

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WE BEGAN OUR TAXI TO RWY 21 AND I STARTED THE TAXI CHKLIST AT THE COMPLETION OF THE AFTER START CHKLIST. THE TAXI CHKLIST TOOK SOME TIME TO ACCOMPLISH AS WE HAD SEVERAL RWYS TO CROSS AND WE DO NOT RUN ANY CHKLIST ITEMS DURING THOSE TIMES. UPON REACHING TXWY E; THE TAXI CHKLIST WAS CONTINUED; BUT AGAIN INTERRUPTED BY TWR INSTRUCTIONS TO TAXI ONTO RWY 21 FOR DEP. AT THIS POINT; I FELT RUSHED AND DISTR FROM VIGILANTLY MONITORING THE RADIO. CAPT CALLED FOR BEFORE TKOF CHKLIST AND I POINTED OUT THAT OUR CREW BRIEFING FROM THE TAXI CHKLIST WAS NOT YET ACCOMPLISHED. AFTER ITS COMPLETION; WE RAN THE BEFORE TKOF CHKLIST. CAPT THEN ADVANCED PWR LEVERS TO TKOF SETTING AS IT WAS HIS LEG. HE INQUIRED ABOUT A DEP HDG AND I STATED THAT WE HAD NOT YET BEEN ASSIGNED ONE. I DID NOT QUESTION HIM AS WE BEGAN TO ROLL; BUT THOUGHT I HAD MISSED OUR TKOF CLRNC AS I RAN THE BEFORE TKOF CHKLIST. AT 500 FT AGL; TWR CONTACTED US AND TOLD US OUR CLRNC HAD BEEN POS AND HOLD. HE ASKED IF WE HAD TFC IN SIGHT AT OUR 3-4 O'CLOCK POS (B737) AND I CONFIRMED THAT WE COULD MAINTAIN VISUAL CONTACT. CAPT LEVELED OFF AT APPROX 6000 FT MSL. THE B737 HAD DEPARTED RWY 26; AND WAS DEPARTING WBOUND; SO THEY WERE NOT A FACTOR -- FORTUNATELY. WE WERE THEN GIVEN A 20-40 DEG L HDG CHANGE TO MAINTAIN OUR SEPARATION. WE WERE THEN HANDED OFF TO DEP FOR SUBSEQUENT HDGS AND HIGHER ALTS ON COURSE. CONTRIBUTING FACTORS: 1) I FELT RUSHED DURING TAXI AS WE COMPLETED CHKLISTS AND TOO FOCUSED INSIDE THE AIRPLANE. 2) WITH NO DEP HDG ASSIGNED; I SHOULD HAVE QUERIED CAPT AND TWR ABOUT OUR ACTUAL CLRNC. 3) WE WERE BOTH TIRED -- 8TH LEG ON A 10 HR DAY THAT BEGAN AT XA50 MST. WHAT I LEARNED: 1) ALWAYS ASK AND CONFIRM WHEN SOMETHING DOES NOT SEEM RIGHT. 2) DO NOT RUSH. 3) BEING TIRED REQUIRES A DELIBERATE; INCREASED VIGILANCE AND CREW COM/COORD. SUPPLEMENTAL INFO FROM ACN 611578: I; THE CAPT; SHOULD HAVE STOPPED THE ACFT BEFORE TAKING THE RWY AND RAN THE REMAINING PORTION OF THE CHKLIST. I WAS PREOCCUPIED WITH THE CHKLIST AND FAILED TO REMEMBER THE CLRNC FROM ABQ TWR. IT SEEMED ALL CHKLIST AND CLRNCS CAME AT THE SAME TIME.