I was on Effexor XR for 4yrs and it WAS hard to come off of when I finally decided it didn't really help me anymore.
At first my Neuro put me on it, because he felt that what I was starting to experience, might cause me to be depressed and that would make things worse. Also it was supposed to help me sleep better.
What I found was that I had a fog in my mind, and my energy wasn't like it used to be. I wasn't worried as much anymore though.

I agree with Agenda, do your research first.
Effexor is hard to come off of.