Have you tried any other antidepressants? For instance, I can't take SSRIs because of side effects that are intolerable in my opinion. (..and I know Effexor isn't an SSRI, but there may be some other drug that works better for you.) It's common to have to keep trying different drugs and/or different combinations.
I never felt like myself on any of them so I stopped all of them many years ago and decided to face life the way I was created. Then I quit alcohol five years ago and just stuck with that No Drugs stance. So far it has been a really good decision for me.