I was lucky with Zoloft, no withdrawals but I had to go to zero straightaway because I developed an allergy. However, with Effexor and Cymbalta I had pretty bad withdrawals, the Effexor because I went cold turkey from a really high dose and the Cymbalta because although I tapered down my new med wasn't a SNRI or SSRI. In both cases the symptoms calmed down after about a week.

If you are having problems, docs sometimes prescribe Prozac as a stop gap, it has a really long half life so you can go alternate days between doses and then three days and so on and it hardly ever causes withdrawals. Some people who have been stuck coming off other SSRIs have been able to come off altogether by swapping to Prozac and then tapering down.