Adderall is an amphetamine, so it will not help you sleep, it will amp you up.
If you are having trouble sleeping and you suspect that Effexor XR is the cause, you should talk to your doctor about possibly switching to another antidepressant. If you feel that you are on the correct antidepressant and the correct dosage (which would be unlikely if you are having recurrent negative effects) I would advise you to talk to your doctor about taking a supplement like melatonin to help you sleep.
Melatonin is a chemical naturally produced by your body which regulates sleep. It doesn't act like a sleeping pill, in that it won't make you fall asleep, it just helps your body get ready for sleep and sleep more deeply. It is important to talk to your prescribing doctor about any supplements you'd like to take because some can be counter-indicated with prescription drugs. I do not take Effexor any more and didn't take melatonin when I did take it so I wouldn't know about that specific interaction.
You should also be exercising regularly, as this helps your body sleep better. Yoga and meditation can also help, as well as not using caffeine, alcohol, nicotine, sugar, or carbohydrates too close to bedtime, as these are stimulants and will keep you from getting restful sleep.
Finally, if you haven't been on this medication very long, you should wait a bit before changing your dose/ medication or taking another drug as many drugs (antidepressants in particular) have unpleasant side effects for the first couple of months.