My sister took Effexor for a while. While she was on it, she had HORRIFIC nightmares, where she'd wake up crying, sweating, and on the kitchen floor?? (Not knowing how she got there, as her bedroom was UPSTAIRS!). Scary! I have another friend who's on it, and it doesn't seem to be helping her !!
Now I've never taken it, but I took Celexa about 5yrs ago - and I had the anorgasmia side effect... it SUCKS big time. It's really frustrating, and sadly a rather common side effect of most anti-depressants
Some people get it, some people don't... but those of us "lucky" few who do... UGH!
As for the rest, it's pretty common with Effexor. You're supposed to come off of anti-depressants SLOWLY, with ANY of them, but especially with effexor, you have to be REALLY slow about it. Even going down to half and quarter doses, and then half doses every other day... etc. I've been told it can take about 2mths to come OFF of effexor - so go slow, be careful.
Good luck !!.