On yes rock, I have been there with the same condition, same medication and even at around the same time frame (age wise) as you. I can tell by your explanation of the situation that your medication treatment is following the same path mine did.
So let me get this streight.... You started taking Effexor for your depression and anxiety at around 20 years of age right? And now a few years later you are starting to feel as if you are slowly relapsing in terms of your condition as if your condition is getting worse or harder to control? If the answer is yes then I think I can give you some good advice about how to get back on track. Unfortunatly it does involve medication.
There are several non-drug ways of overcoming depression. I suggest that you ask to be referred to a Nutritional Doctor or a Clinical Nutritionist and discuss the following article:
[b][url=http://www.hypoglycemia.asn.au/articles/depression_disorder.html]Depression is a Nutritional Disorder[/url][/b]
Effexor is one of the many meds I've been on......and it only worked for a short time and just like all of the other meds; then it stopped working. Now I just don't take meds.
There are lots of meds out there, so if that one isn't working for you, don't feel you have to stick with it. Good luck!