I am on effexor as well, and I have not found that my appetite has changed much. For me, the side effect that I notice the most is how it affects my sleep. If I do not take my pill early in the day, I cannot sleep that night, or I have bizzare dreams.
If the side effect is a concern to you, talk to your doctor about it. S/he may be able to make recommendations on how to counter the side effect, or look at a new med for you if it becomes a major problem.
Good luck.
Mike