What you experienced was not the "addictive" qualities of venlafaxine, of which there are none. Rather, what you went through was the "withdrawal" symptoms of abruptly stopping this medication.........a bad thing to do, as you found out in a very frightening way. Shame on your doctor for not advising you properly about this medication, especially what would happen if you discontinued it suddenly. As you have since found out, you must taper gradually from it.
The taper program the ER doc gave you may or may not work. I'm not qualified to say if it's the right or best way for YOU. Try it, but if you feel lousy, get with your doctor.....the taper could be too fast for you. Don't let him/her tell you that a "normal" taper should only take "X" amount of time. They are reading out of the PDR "Cookbook" and what works for ME may not work for YOU! YOU need to be in control of the speed of the taper.............it's your mind, not their's.
If you are depressed, don't give up completely on antidepressants. Effexor just may not be the one for you, but it sounds like you were doing OK until you ran out. Something else to discuss with your doctor. Hopefully a new one who understands more about these kinds of meds!
If you really don't want to take any more medication, perhaps you could look into therapy to help you get through your depression drug free. Many people do very successfully.
You're gonna be fine, OK! Most of us have medication "nightmares" to talk about! Welcome to the club!
Peace
Greenlydia