Flu-like symptoms, anxiety, strange sensations that feel like electric shocks--these are known withdrawal symptoms, most notably from Paxil and Effexor, but also from other drugs. In rare and extreme cases, stopping results in convulsions, mania and other serious problems.
This is a good reason not to quit cold turkey. Work with a doctor to taper off the dose slowly
The drug companies say antidepressant are not likely to become illegal recreational drugs, and I agree. They are not pleasant and don't produce a reliable elevation in mood.