It's been a long time, but I took Prozac for about a month in my late teens for depression.
I had the exact same problems. Listless, sleepy, and just generally felt DULL, DULL, DULL.
I quit.
Luckily, my depression was more situational, it was merely bad enough at the time to present as clinical, and abated as I got my life together. Moved out on my own, made new friends to replace ones that had left town etc.
If you've discussed this with your doc, and Effexor is the best fit you can find, and you've tried all the others, the only thing I can recommend is exercise, lose weight (If you're packing extra), or put on some muscle weight if you're underweight. If you've got nowhere to exercise, and no access to machines, just do a forced walk for an hour three or more times a week. Turn that into jogging if your feet and knees can take it. Maybe cycling if you cant.
Also, if you're using sugars to try and elevate your mood and manage your energy level, it's a brutal downward spiral. Your body produces Insulin to metabolize the sugars, but the left over Insulin makes you crave more sugar when it's gone and your blood glucose begins to drop. Try gradualy switching from simple sugars (fruit sugars like juce aren't really any better than cane sugar or corn syrup) to complex carbs like whoe grains, brown rice, anything with a "low glycemic index" these carbs release energy all day, and keep your blood sugar and Insulin on a more even keel. And keeping them even is the key to feeling good, not making them spike up, (and the inevitable crash).
Insulin is a very powerful horomone, and it's related to all sorts of health issues beyond diabetes and blood sugar stuff. Even if you're not diabetic and don't take Insulin shots, the same things (to a lesser degree) can still be going on in your brain.
http://www.news-medical.net/?id=2201