First you need to transcode all your footage before importing. Then you need to make sure you sequence settings match the footage properties. If you do this correctly, you shouldn't have to render anything unless you add effects.
When you put the video files on your computer from the GoPro, you have to convert it to an optimal format before editing. I prefer using MPEGstreamclip (free download at squared5.com). From there, you create a batch list, which processes multiple files so that you don't have to do them individually. Convert them using the Apple Photo-JPEG codec or Apple Intermediate Codec.
Import these newly transcoded files in Final Cut Express and look at the properties, such as resolution, framerate, and codec. When you make a new sequence, make sure the settings match the clip, so if you're using 1080p GoPro footage (I'm assuming), your sequence settings should be 1920 x 1080 29.97 fps Apple Photo-JPEG (or whatever codec you're using).
To add, if you're shooting digital, your frame rate is always a decimal to the hundredth. So digital 24p is actually 23.98, 30p is 29.97, and 60p is 59.98 (if I remember correctly).
Also, check to see if there is a File > Log and Transfer option in Final Cut Express. This should allow you to transcode without having to do external steps (I am unfamiliar with FCE so I'm not sure if it has this feature).