Well, first see what your doctor has to say.

I made the mistake of going off Effexor cold turkey. I had only been on it a few weeks but had been on Prozac for many years before that.
You do get withdrawal effects if you stop taking it suddenly. Evidentally for you that happens even if you miss a dose.
If your doctor suggests changing meds or going off Effexor, he/she will advise you how to do it so you don't have the discomfort of withdrawal symptoms. A person can slowly taper off Effexor. Or, if changing to a different med a person can taper off one med at the same time as beginning a new med.

Trust that your doctor will help you. And do mention to your doctor what happens for you when dose is missed so he/she has all the information possible about how you and Effexor 'get along'.

Good luck to you!