Venlafaxine is actually pretty helpful for me, but I need a supplement to make it more effective. As far as ADs go, I've been having a better time with this one than with Zoloft, which I took for a few years before adapting to it to the point where it did basically nothing.
For adjunct pills with the venlafaxine, I tried Mirtazapine for a while--my psychiatrist referred to this combination as 'rocket fuel' and that's what it did; my mood was extremely increased, my concentration was better, and I was able to easily wake up and start my day. However, after increasing the dosage of it, I started having anxiety problems, specifically shifts close to hypomanic phases (I have bipolar II but take medication mainly for depressive symptoms), and had to stop taking it. I tried seroquel for a while but my insurance only covered 40 pills per year so I was unable to stick with that for long enough to see a real difference. I'm currently taking trazodone and so far it hasn't been very helpful for me, though that could be due to the small dosage.
It's definitely worth trying new things out, especially if you've been taking a high dosage for a time without seeing any positive effects.
I'm not a psychiatrist but I hope this helps you at least a little bit! Best of luck finding medication that works for you