Wow Jason, that is exactly how I feel. My head feels empty. I'm starting zoloft now and hopefully it will take care of my depression and this problem. I was on effexor for about a year and now I'm like this. I know I was depressed and had problems before I went on AD but I do have this empty-head feeling. Its not a headache....I really don't know how to describe it but I think we are talking about the same thing. I'm sorry to hear that this has happened to you too.