Paxil Social Phobia, Major Depression, Cold Turkey, Agoraphobia, Withdrawal Symptoms

I took paxil when I was around 24 years old. The stupid psychiatrist (who was so cold, and never smiled, and then asked me to tell her how I felt) at the time never warned me about NOT stopping it cold turkey. So one day I did stop and I experienced symptoms already described by other people: extreme relapse into depression and anxiety, felling like I "wasn't real", social phobia, agoraphobia and feeling suicidal. Now I am on Effexor and my doctor says "there are no withdrawal symptoms". I was put on Effexor due to a diagnosis of major depression last 6 months ago and I believe it was all precipitated by hormonal birth control. All the doctors and psychiatrists I spoke to about the possible link between hormonal birth control and depression and anxiety told me there was no link (or that it was very rare). I hate the attitude of the medical community:(