I'm not on Effexor (I tried it briefly but couldn't handle the side effects), but I was on Celexa for over a year and now I'm on Lexapro. I also take Clonazepam sometimes, so I tend to stay away from alcohol most of the time. Lately, I just have one or two drinks maybe once a month, because alcohol just makes me sleepy. I usually just stick with soda when I'm out socializing. I have more fun that way and I don't have to deal with rebound depression the next morning... I find that the rebound depression after a night of drinks is much worse than it was before I started taking an SSRI.
Before I started taking ADs, red wine always had unpredictable effects on me -- sometimes I was fine and other times I would just get loopy and get a major body-stoned feeling. I have only had one glass of red wine since I started taking an AD, and it made me completely out of it, so I have put the kybosh on red wine completely. No more red wine for me.