I went off Effexor too. I have to say it was one of the worst experiences I've ever had medically. Got the brain shocks, felt like I had the flu. I had to take off time from work. Fortunately my supervisor had gone thru the same experience with her husband. She ended up taking him to the ER. HOWEVER, since you're coming off Effexor and going on Zoloft, the Zoloft will more than likely minimize these side effects. I've read the docs often use Prozac to wean patients off Effexor. BTW, I ended up going to a psychiatrist, and ended up on Paxil for GAD and depression along with Neurontin as a mood stabilizer. I put on weight initially, I think mostly because I lost the anxiety over being obese.
I can laugh now. After five years, I'm beginning to lose weight again.
Personally, I have NO interest in ever getting off the Paxil. I remember life before Paxil, and I much prefer life with it.
Sending happy thoughts that your drug switch goes smoothly.
Keep us posted!