The smart aleck answer is to ask Jacob van Zanten, the head pilot of KLM, but unfortunately he is not available for comment.
Your co-pilot and engineer, if there is one, should strongly object and warn Air Traffic Control and other aircraft. According to CRM*, the co-pilot should demand control of the aircraft. You would have a fair probability of being fired or demoted from pilot. If you did it deliberately as described from impatience, you could be fined and lose your pilot’s license probably for life.
Since one of the reasons for being denied clearance to take off is that your destination airport is crowded due to weather, construction, or potentially due to bomb threats, you may be directed to land immediately because you won’t be able to land at your destination. Having already ignored ATC once, you certainly won’t get priority unless you declare an emergency, after which you might actually be arrested upon landing.
This situation usually does not end well, even if there are no other issues as a result. It is a lot like driving through an intersection while a police officer is ordering you to wait. Even if it does not cause a collision, it won’t be seen as just a little mistake.
For those who did not already know, van Zanten had been the head instructor for the previous several months, training all KLM pilots. In the simulator, he was ATC. He wasn’t actually used to getting ATC clearance. In this case he was in a hurry and probably forgot that he didn’t actually have take off clearance. Nobody believes he deliberately decided to take off without clearance. His co-pilot stopped him from taking off once, but in those days, you did not question the captain twice. He finished his check list and said we go. He had flight plan clearance but not actual take-off clearance. The result: the worst airline disaster in history at Tenerife. Two 747s collided on the runway.
(In the comments you will find some defense of van Zanten, taking the position that he believed he had clearance. While I agree he believed he had clearance, I believe that his impatience (if he did not take off in a couple of minutes he would probably have lost his license) led to his mistake of not getting actual take-off clearance.)
*Cockpit Resource Management.
Edit: This incident is examined in a great amount of detail in this video which I just found yesterday.
The video starts at the conclusions of the accident investigation, but you can certainly watch the entire video.
