This is a pretty sensitive topic - some people on some medications are fine stopping cold turkey. I had an experience recently with clomipramine where I realised it was the cause of my suddenly intensified anxiety, and stopped almost immediately, seeing as I'd already missed two doses. The withdrawal symptoms weren't exactly fun - I felt spaced out, completely unable to focus, could barely eat and my hands were shaking almost constantly - but they weren't terrible, either.

That being said, I have had worse reactions to coming off meds, even when done gradually. I remember one med (can't recall which one, sorry) which caused intense paranoia, I could barely sleep for three weeks and felt like crying almost constantly. Some people can also feel suicidal when coming off meds, too.

With coming off ANY medication, you will generally notice symptoms get worse before they get better. Coming off the medication gradually does lessen this, which is why it's not recommended to go cold turkey. I am not going to tell you that it's okay to go cold turkey, because I'd really recommend doing this gradually, but if you are going to do it anyway then I'd recommend you make sure you don't do it alone. If that means contacting friends or family and making sure you're with someone at all times, then do that.

Everyone's reactions to discontinuing meds are different, hence the horror stories. The best thing you can do is plan for the worst, so that you're prepared, even if you're unlikely to have an experience quite that intense.