I also was on Effexor XR. I was on it for 3.5 years before coming off. I went on it for Fibro treatment. It was a good option for me because I was unwilling to take too many medications and I wanted something to help the pain and some of the associated symptoms, my worst one at the time was anxiety. I think Effexor is a great drug with minimal side effects, however coming off of it was HORRIBLE. The highest I was on was 75mg a day, which is apparently a low dose. A few months before stopping completely I stepped down to 37.5mg, the lowest dose there is. The step down was ok, a day or two of headaches and a little more pain but overwall was fine. When I decided to stop completely and taper down it was really unpleasant. If I remember correctly you go a few weeks at a time from every day to every other to every third, fourth, fifth, etc. Definitely needs to be done under the care and supervision of a Dr. The mood swings are horrible, the headaches, pain, feeling out of it is close to unbearable and the worst is brain/body zaps. Supposedly you can get this from a few different antidepressant/antianxiety meds, but I think Effexor is notorious for the severity of some of the withdrawal effects. As much as it helped me, I know I won't go back on it or anything like it unless I don't plan on coming off.
I stopped the medication due to weight gain and wanted to stop the medications and cleanse my body about 6 months to a year before trying to get pregnant. It's not that I felt hungry while on it, I just never felt full. I literally would just eat all day because I never felt full. After stepping down I was able to lose a little weight and once stopping it was amazing to see how much I had been eating!