With changing anything, make sure to watch out for any changes in you whatsoever. It can be a very dangerous time, and it's best to have accountability with someone you're around a lot, or make yourself be around someone who is aware of your situation. Personally, after going on Cymbalta(which is[was?] working well after the initial few days) and experiencing suicidal impulsivity and a resulting attempt, which I then decided wasn't a good idea and called for help; I don't think I'd be willing to try changing medicines outside of a hospital - I just don't believe I can trust myself with it. That may not be the case for you, and I don't want to scare you, but just reinforce that accountability is a good idea.

Also, Effexor is a strong med, as compared to simple SSRI's, it's in a different class (something like "dual-acting") along with Wellbutrin and Cymbalta because it affects more than just serotonin - they affect some combination of serotonin, dopamine, and/or norepinephrine. Since you worry about "hitting bottom" I wanted to make sure you're aware of the risks involved - but to even it out, most people don't have these problems. And it's well worth finding a good med, just make sure to keep yourself safe.

I'll tell you what works for me - a combination of Cymbalta, Lexapro, Eskalith, and Seroquel to counteract an insomnia side-effect - but these things are very different for everyone. It's a matter of finding the one(s) that works best with your body chemistry.