Call me confused.
I know Effexor is used to treat both depression or, as in my case, stress induced anxiety. It is a very safe drug but must be used carefully. You start out at a low dose and build up to the max effective dose you require. Then, ONE YEAR after you no longer exhibit the symptom which started you on the drug, they wean you off of it. I am just finished week 5 of a 6 week weaning period.
Unless your migraines are triggered by stress, I can't see Effexor doing you any good. As for pain, in the year+ that I have been on this drug, it did nothing for pain that I am aware off.
I cannot say that I suffered any side effects while taking Effexor.