Chris,
The really bad Effexor discontinuation syndrome happens if you completely stop taking Effexor too quickly and don't start another antidepressant.
I switched from 375 mg Effexor XR to 60 mg Cymbalta and hardly noticed a blip (both SNRI drugs).
Even if you switch to an SSRI, you will not have full-blown discontinuation syndrome.
I had a few times when I was taking Effexor when I ran out of the medication due to communication glitches in getting prescriptions. After about 48-60 hours, things were getting bad. It was a lot like benzo withdrawal.
So yes, if you switch meds, you'll probably notice some unpleasant effects, but it shouldn't be like cold-turkey withdrawal hell.