effexor xl

i have been taking this medication for about a year started on 37.5mgs now on 150mg twice a day but i hate the feeling it gives me seem no better at all wake up in a panic and the shakes i told the doctor i want to come off it .i have tried for a month only taking three quarters of a capsule twice a day and seemed ok but the other day the doctor said i should stick to the full dose.and that i might need to be on them for a life time i don't want to be trapped by a drug is there an alternative ?any answers much appreciated