I had a look at the listed
side-
effects and at what people are saying about it at askapatient.com,
and it looks as if the headaches and blood pressure problems you experienced with Zoloft are very commonly reported with Effexor as well.
I had to quit taking Premarin in December because of the physical side-effects I was having – swollen and VERY sore breasts, terrible aching pains in my knees and hips, and edema in my claves and ankles.