One of the problems with FM, apparently, is that it can be brought on by anxiety. And then all of the weird symptoms increase that anxiety, which makes things worse, and so it goes.
And yes, I've got some of all of that: anxiety, low-grade depression (more just not feeling like doing anything), insomnia, and cognitive problems.
The neurologist seems to be hip to all of that. She was glad to see that 1) I have a good attitude about it and 2) I'm willing to make a number of lifestyle changes, all of which should help with the symptoms. The Effexor is more to get me out of the current slump so the problem stops feeding itself. She also gave me a sleep inducer, but was very supportive of my attempts to make other changes first to get my sleep back. She just made it plain that I shouldn't be afraid to take it if I really need it; just don't depend on it.
It's hard to find a doctor to even say the word "fibromyalgia", although that situation is getting better. She had even mentioned the possibility after my first appointment, so I take that as a promising sign.