I definitely recommend working with a psychiatrist with your medications. PDoc's specialize in this line of work and therefore they get know the meds, how well they work, common & uncommon side effects a lot better than a typical GP.

I am on Effexor XR myself, and have had to add a couple other meds to balance my treatment-resistant depression better. An anti-anxiety med, Buspar, is taken twice daily. I also take Abilify once a week to manage the depression better as well.

That said, I have physical and emotional disabilities which do become intertwined. I am on an AED (for epilepsy and chronic migraines) which has pushed me into a deep depression. I also have BPD, PTSD, DD-nos. I think that's it.