Hi Lyoness.
You say you have gone off anti-depressants before? I presume it was a different one? Venlafaxine is well known as having some of the worst withdrawal symptoms of the SSRI/SNRI meds. A lot of people throw the towel in and go back on it because it can be such a rough ride.
When I was tapering off them I cut the extended release down into quarters and smaller. Of course they then cease to be extended release but it still gives enough of the medication to stave off the worst of the symptoms...not that that's much use to you now that you are off them completely.
There is a site called crazy meds that has some good info about how long withdrawal might take. Worth a look. I didn't make it incidentally - I went back on, but I shouldn't have been trying to stop in the first place so please don't let my example put you off. That's why I can't tell you how long it goes on.