I am currently on Effexor, and it has been wonderful. I have been taking it for about a year now, and it has stopped my panic attacks that I was having in the middle of the night. Also, there have been no side-affects, which has been great. I am thankful, because I didn't have to go through trying different medications.
It's true that everyone is different, and so what works for one person may not work for another.
I am also in counselling, and have been for about a year. This has been very important, because I have learned different and more helpful ways of thinking.
I agree with Ceejay, getting out and becoming involved in different activities can be just as helpful.
