I have to agree with Liveweyerd. It's not the Effexor, it's the behavior that's causing the problem.
Having said that, I do know for a fact that Effexor is not a good drug to mix with alcohol. I used to take Effexor, and one night I drank two wine coolers (this was at about 6 pm)after taking the Effexor, blacked out like that, and at 11 am the next day I still felt drunk. I had to miss work because the room was still spinning. I wouldn't have done that if I had known it would affect me that much, but it did.