Talk to you doctor...
A lot of folks have had success cutting the dose of
Effexor in half and adding a dose of
Prozac at the same time, then rapidly tapering off the Effexor. Once you get off the Effexor, taper off of the Prozac. Prozac has a lot longer half life (days instead of hours), and is generally a lot milder experience.
A few folks have told me that their doctors used benzodiazepines to withdrawal them from Effexor if it had to be done rapidly, though this isn't really common to my knowledge.
Are you numb yet? No. AARRGGGGGHH! I told you I wasn't numb! Sorry, I didn't believe you.