Addition: Are you talking about once-a-day Effexor XR or the 2-3 times per day type? Also, what mg dose?
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I have been in that situation with both Effexor and Cymbalta. It's definitely a dilemma, because with the SNRI drugs, if you skip a day, you are likely going to feel horrible the next day.

I have taken a double dose a couple of times and got a really horrendous headache.

If you didn't take the dose, do you think you'll start to get any withdrawal effects before bedtime? ("Brain zaps", numbness in your lips or fingertips, whatever else you may feel, if anything, if you are late with a dose.)

If I am not sure if I've taken a dose of Cymbalta, I wait until I can tell for sure from the side effects that I haven't, and then I take it. (Say the next morning.) I then will take the next dose at the regular time.

It tends to throw me off for a couple of days, but it's the best solution I've come up with.