Side effects going away is called "adaptation" and is a known phenomenon. From the phase III clinical trials for Effexor XR: "Over a 6-week period, there was evidence of adaptation to some adverse events with continued therapy (eg, dizziness and nausea), but less to other effects (eg, abnormal ejaculation and dry mouth)."
A Google search should give someone more hard data if they want it. Since most people here are not doctors or scientists I will not link directly to trials, studies, or papers because this type of information can easily be misconstrued.
People with anxiety disorders are often averse to taking medication, so I take issue with a blanket statement that says anything to the effect of "side effects don't go away". It's untrue, and may cause people not to start taking medications their doctors prescribed for them.
Post Edited (debaser) : 11/8/2010 8:14:44 AM (GMT-7)