Your mental health is a lot more important than gaining weight. In any case, I don't think it's set in stone that you WILL gain weight, and the Effexor may give you enough energy to exercise more if it does become a problem.
Already told you I"m not a teen, but I changed to Effexor a year ago and am back to being the person I was as a teenager. Myself! And yes, I had severe anxiety, treated with Klonapin. Since changing the meds, I have not had ONE panic attack. Haven't taken Klonapin in nearly a year, and actually was able to persue a part time singing career. Yep, getting up on a stage in front of people and opening my mouth.
If I can pull this off at 47, after a lifetime of freaking out, certainly you should wait and see how the drug makes you feel before you dismiss it for something cosmetic. I'd rather be 20 pounds overweight and happy than skinny and miserable.