I found this information on http://www.medlineplus.gov
They have an extensive list of medications there.

This is general information on Effexor.

Side effects from venlafaxine are common:

upset stomach
drowsiness
weakness or tiredness
excitement or anxiety
insomnia
nightmares
dry mouth
skin more sensitive to sunlight than usual
changes in appetite or weight
headache
Tell your doctor if any of these symptoms are severe or do not go away:

constipation
difficulty urinating
frequent urination
blurred vision
changes in sex drive or ability
excessive sweating
If you experience any of the following symptoms, call your doctor immediately:

jaw, neck, and back muscle spasms
slow or difficult speech
shuffling walk
persistent fine tremor or inability to sit still
fever
difficulty breathing or swallowing
severe skin rash
yellowing of the skin or eyes
irregular heartbeat

This is the information on Effexor XR and Effexor.

Brain disease or damage, or mental retardation or
Seizures (history of)—The risk of seizures may be increased

Heart disease or
High or low blood pressure—Venlafaxine may make these conditions worse

Kidney disease or
Liver disease—Higher blood levels of venlafaxine may occur, increasing the chance of side effects; your doctor may need to adjust your venlafaxine dose

Mania (history of)—The risk of developing mania may be increased

Weight loss—Venlafaxine may cause weight loss; this weight loss is usually small, but if a large weight loss occurs, it may be harmful in some patients

I'm going to tell you the truth of the matter. This is pretty much the same side effects I've had on Prozac. I've had some weight loss, but I'm thinking it's not been that much. I wish you luck, anyway. Apparently the med you're on now isn't working anymore if you're so down again. I want to offer ((hugs)) and hope everything gets lined out for you. (4 weeks in on Prozac has me feeling great!)

Take Care.
Kimberly