The fact that Effexor is not working does not meant that the others will not. Each person reacts differently. ASk your doctor about Wellbutrin in order to avoid the sexual side effects. Try to keep your medications at the lowest dose rather than raising them too much if not work. Combine drug treatment with psychotherapy..its the only real way you are going to conquer your social anxiety.
You can get some help with that at www.masteringstress.com or by a book or tape by Johnathan Berendt, phd.
I am on effexor, too, 450 mg per day. i am manic depressiv and manic stuff was easy to heal but depression not. Finally i tested lithium and it works well for depression. although it is an old med and has bunch of side effects it has been the best med i have tested. i have tested benzos, neurolepts and many antidepressants. Effexor itself did not help at all.
thanking you .................kamal