This is a common side effect of taking drugs in the SNRI category. Because they affect norepinephrine as well as serotonin, they can be very stimulating and for some people cause anxiety who don't even have it. Effexor is used for anxiety, but generally it's not a first choice because of this possibility. Usually you'd be tried on a tricyclic or ssri first if your problem is mainly anxiety, not mainly depression. It just depends on the person. As to what to do, given you've now been on two snris and gotten the effects of overstimulation from both, you might want to try a different category of med that doesn't act as a stimulant.