Has your doctor tested you for the Epstein Barr Virus? That can cause CFS in many people (including myself).
It does require a major life change (in how you go about your daily activities).
I do know the feeling though. I had every test known to man practically done on me, sleep studies, blood tests, etc... etc... and it was 10-11 years before I found a doctor that really listened to me. I got my diagnosis for CFS February 24th. (25 years old... and yep... 10-11 years before my diagnosis).
Effexor can be a dangerous drug with horrible withdrawl effects, so be careful with that. It's helped a lot of people don't get me wrong, but it's perscribed many many times for people that shouldn't be on it.
I'm on Provigil for my CFS, and it's helped A TON!! For anxiety, I'm on Ativan/Lorazepam.
Anyways... hope that helped some. My brain isn't functioning very well at the moment... I think I'm comming down with the flu. My head hurts, is stuffy, sore throat (I feel like I swallowed sandpaper... and I'm supposed to go into work and be a 911 dispatcher tonight... haha)... I feel like I got hit by a truck... coughing... yucky. So yeah... my brain function is almost non-existant at the moment lol.
I have chronic fatigue syndrome, anxiety (at this current moment), and some minor abdominal pain which still hasn't been figured out yet... need a break from all the testing ;)
CFS: Provigil 200mg, once a day
Anxiety: Lorazepam .5 or 1mg 3xs a day or as needed