I stopped taking effexor on my own because my pdoc would not listen that it was no longer working and I believed actually making things worse. He was pissed when I told him at my appointment in Oct and he discharged me. It took me a while to find a new pdoc. I see her next month. Telling him would have of course been best, but when I was ready to quit I just stopped cold turkey. Would NOT recommend that.
You know your own body. I would wait, but I would make it clear what you are experiencing. Even though he never listened to me I should have told him that I was going to stop the med. I'm not sure how that conversation would have turned out but.....