Hi,
I am not a Professional, and that would be a good question to ask your doctor.
Here is a link about Effexor:
http://www.drugs.com/effexor.html
It does suggest seeing a doctor before taking it if you are pregnant, or breast feeding.
But, it doesn't refer to stopping it, then getting pregnant.
I would definitely ask this question to your doctor. I do wish you the best, and good luck.