Venlafaxine is known for being one of the hardest antidepressants to stop taking once you start. It's like being physically addicted to it, if I skip it for just one single day, I start having seizures, dizziness and feeling like a zombie. People can take years to stop taking it by gradually decreasing the intake dosage very slowly to prevent the discontinuation effects or getting depressed again (been there three times already).
That said, I feel great right now. Not that I don't have some days that I'm mildly depressed (meds aren't a panacea), but I've been able to get to work in another city and get out of my parent's house for 2 years in a row since I've started psychotherapy. I'm now working on a great startup, earning enough to save every month, have a stable relationship and plans for the future.
If you're depressed, don't dismiss psychotherapy. It may take time to find the right professionals and the right meds - I needed some years, but lots of friends got it right on the first try. There are some DNA tests available to speed this up (they match drugs that are more prone to work with your genetics). I recommend everyone trying it. All the cons and side effects of venlafaxine definitely worth it for me - and you may not even need to take it to get as better, as there are antidepressants with "lighter" side-effects known to be very effective.
Take care of your mental health, HNers.