i think it's wise you took a break for a while. it most definitely takes a toll on you physically, emotionally, and in any other way imaginable. i have a friend who's going through the same thing at the moment, without any positive results, yet.
if you think you need help in this form (medication) at this time, i agree you should take it. i also believe (if you haven't already done it), it's good to try to find a good therapist to talk to about these issues, because these life-altering experiences are very important to voice, to talk about out loud--not only to friends, but to someone who knows exactly what you mean, a professional--someone who deals with infertility issues.
as far as the weight gain, i wouldn't worry much about it. i don't think it causes much weight gain (i've been on effexor, xr, 150mg twice daily for the past 7-8 years). weight gain may also come out of boredom (i.e., causes one to eat) and the depression itself, you know that. i do agree with you however, that if you feel ok at the 37.5 mg. dosage, stay with it. don't worry about what your doctor says, since you know your body better than he/she does. If
you feel that after a while this dose doesn't help anymore (and that's completely up to you, a subjective feeling--and believe me, you'll know), then you can up it to 75mg.
also, yes, there are many horrendous stories out there about effexor and the withrawal side effects when one decides to stop taking it, but withdrawing from any such meds in a rushed, cold-turkey manner will definitely make one feel sick. don't be scared, most of all. remember, different people tolerate different medications differently. effexor may be a lifesaver for you, as it was for me. just make sure to taper off very slowly and with a doctor's assistance, once you're ready to "get off" of it.
my best wishes for you in your endeavors to build your family.
prayers and god bless!!