Personal note, and kind of off topic: I'm on Effexor too. I used to have a drink before dinner a couple of times a week. After starting the drugs, whenever I grabbed a beer out of the fridge, I'd end up not drinking more than a sip or two. In the end I just stopped drinking altogether.

It didn't have any side effects, but it just didn't taste good any more. Must have been trying to tell me something!

So I can't tell you any experiences of being drunk on Effexor, but I'd recommend you limit your drinking a bit for now. Hangovers are not good for someone who's depressed.