Has anyone experienced pain associated with medications?
Muscle pain is a known side-effect of the serotonergic antidepressants. I'm not surprised that you experienced this with both Celexa and Lexapro as they share the same active chemical, but that it is also happening with Effexor suggests you are particularly susceptible to it (while Effexor is classified as a SNRI it is actually only a SSRI at the doses normally prescribed for anxiety). Ironically, small doses of these antidepressants are also prescribed to treat muscle pain.
Antidepressants biased more towards norepinephrine, aka noradrenaline than serotonin reuptake inhibition are probably your best option. The best of these are the tricyclic antidepressants (TCAs) desipramine (Norpramin), nortriptyline (Aventyl, Pamelor) and doxepin (Sinequan). The TCAs are usually at least as effective as the SSRIs and typically have fewer initial side-effects and withdrawal symptoms on discontinuation, however, they tend to have more ongoing side-effects such as constipation and dry-mouth. These are likely to be milder with desipramine so this would probably be the best initial choice. Mirtazapine (Remeron) is another possibility, however, it is the antidepressant most likely to stop working so I'd only consider it if a couple of the TCAs proved ineffective.