Please hang in there. Finding the right med can be tough. I'm bipolar along with ocd and gad and finding the right meds can be a nightmare.

Did the doc put you straight on a therapeutic dosage of Effexor or did he slowly increase the dosages? If you went on too high a dose too soon that could be why it affected you so badly. Also you could try Prozac. It is used for both anxiety and depression, like the Effexor, and is much gentler and usually tolerated very well. I know you don't want to go back to the doc, but I think you really should. You don't have to feel like crap. Please get help or ask someone you trust to help you get help.