I take my caps apart and take however much looks right. I pretty much just continue to take it because I don't want to deal with the withdrawals again and because the small amount I do take keeps me from going into an all out depression.
If you want to stop completely then I'd suggest a small dose of Prozac to help ease the zaps, rage etc that come when you stop taking Effexor. It worked for me. Unfortunately depression fell on me like a ton of bricks and I had to resume taking Effexor and probably will have to take it for the duration.
As for the anorgasmia.. sometimes its a problem and sometimes it isn't.