antidepressant side effects and withdrawl symptoms

i came down with depression and generalized anxiety disorder in november of 2005. started on antidepressants and tranqualizers. never was on any meds long enough in the beginning but they included paxil, wellbutrin, xanax, klonopin, and a few others. on march 31, 2006 was put on remeron, ambien to sleep, and continued with the klonopin. remeron did nothing and after 7 weeks was put on effexor xr and built up the dose of 150mg a day. my emotional well being improved but have suffered some severe side effects. wondering if anyone else out there has had any of the same. in march my toes seem to be burning and then in april my big toes and to some degree my little toes seemed to be numb. still have the condition. although, i never had high blood sugar or high blood pressure, now have both. additionally, have tremendous insomnia. doctor starting to wean me off the effexor and started prozac at 10 mg a day. just started getting chills, sweats, tremors, and broke out with bad pimples over my face and neck. new pimples come everyday. anyone out there have the same happen to them.