Mike,
Docs are resisitant to change something that works. My Doc said the same thing to me.
150 mg of Zoloft is a good therapeutic dose, and it may just help you even more. Why not give a go and see what happens. You know it won't hurt you and it may help! If no change, then go back to the Doc and tell him you insist on trying something different.
I have heard good things about Effexor.
I wish you a world of luck with this, Mike. I know how crippling anxiety and depression can be, but there is a positive way out of it. Just keep on keepin' on and with time, you will find peace, and maybe the increase in Zoloft will help. Please insist on changing if you desire to change your meds. You know you better than anyone...even your doc.
Take care friend. A candle is burning for you tonight!

Woof