Is it safe to stop effexor (venlafaxine) on my own?

Not advisable: Effexor (venlafaxine) is prescribed for conditions like depression and anxiety. If you aren't in a good place with those, stopping your medication is likely to risk relapse. Please discuss your plans with your doctor. If your prescribing doctor is not a psychiatrist, you may want to consult with one for a review of your case and suggestions. To be safely stopped, Effexor (venlafaxine) needs to be tapered anyway.

Yes, but...: Be aware of the discontinuation syndrome: increased irritability, malaise, strange sensations when turning your head, electric shock sensations down the neck or back, lightheadedness. Taper the dose very slowly. Better yet, recruit the prescriber who put you on it to help you decide whether to get off it and to help you get off it if the two of you believe it is in your best interest.