You asked about Effexor. Effexor works on different neurotransmitters than regular SSRIs. (I believe it acts on dopamine and norepinephrine, as well as serotonin.) I was told a few years ago that doctors will usually try you on this if you don't respond to regular SSRIs. Not that a doctor wouldn't prescribe it to you off the bat, but I think they're more comfortable with SSRIs because as a class of medication they've been around longer.
I used Effexor once a few years back, and then again during pregnancy. It worked great the first time, not so well during pregnancy. I had to switch to Zoloft a few weeks ago because the Effexor was worthless for me postpartum. Still, when I used it a few years back, it was a godsend.
I can't promise you that it would work better or worse for you, because every brain chemistry is different!
I wanted to give you a warning on Effexor, though: I find that the stuff is wicked nasty when weaning. Expect to feel horrible as you decrease your dosage. I've never been on Paxil, but I can't imagine that weaning off of that is worse than weaning off of Effexor. Also, your body will definitely let you know if you miss a dose. Talk about feeling lousy!
One of my relatives is on Wellbutrin and seems to like it quite a lot, but I don't know any details about his experience.
Sorry I can't provide you with a magic bullet answer.
I really hope that you can find something that will work for you. Best wishes!