I stopped effexor cold turkey a few weeks ago because I ran out of my prescription. It was not a good thing. I felt very ill and could not get out of bed. Do not do this without seeing a Dr. I was off it for about a week, then saw a new psychiatrist who talked me into going back on it. I felt better within days. I would like to get off the effexor as I don't like the side effects, but will have to do it under the Dr's care when we feel I am better stabilized on another med.
Your doctor is the best one to tell you how to wean off with as little side effects as possible...don't do it on your own.
Have a look at the 700+ postings about Effexor withdrawal on this page. You will find lots of ideas there.