I know of two instances - one person switched from Paxil to Celexa and a second person switched from Effexor to Celexa - neither had any side effects. By the way, there was no "tapering off" period used for either one of these two people - changed the following day to the new medication.
How long have you been on Paxil? It can be very difficult to stop taking for some people, so make sure your psychiatrist is aware of this before you proceed. If he or she blows you off, or seems cavalier about it, get a different shrink. My own advice would be to wean off Paxil before trying another antidepressant so you can tell which effects are withdrawal from Paxil and which are side effects of the new med. It's hard to do when you're essentially on two meds at once; even though Paxil leaves the body quickly, the brain takes a while to adapt to the cessation of these meds. But this is just my opinion. If you want to read a book on this before you proceed, the only one I've found is the Antidepressant Solution by Joseph Glanville.